Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 11.73% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 80'253 CHF | 45'127 CHF | 99.37% | 99.37% |
19.11.2024 | 11.69% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 80'630 CHF | 45'315 CHF | 99.27% | 99.27% |
18.11.2024 | 11.32% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 83'557 CHF | 46'778 CHF | 99.56% | 99.56% |
15.11.2024 | 11.49% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 82'254 CHF | 46'127 CHF | 99.39% | 99.39% |
14.11.2024 | 12.18% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 77'369 CHF | 43'684 CHF | 97.51% | 97.51% |
13.11.2024 | 14.54% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 64'107 CHF | 37'053 CHF | 99.37% | 99.37% |
12.11.2024 | 13.29% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 70'348 CHF | 40'174 CHF | 93.09% | 93.09% |
11.11.2024 | 11.76% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 80'019 CHF | 45'010 CHF | 99.37% | 99.37% |
08.11.2024 | 11.47% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 82'367 CHF | 46'184 CHF | 93.13% | 93.13% |
07.11.2024 | 10.52% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 90'033 CHF | 50'017 CHF | 98.60% | 98.60% |