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 | 7.21% | 0.15 CHF | 0.16 CHF | 900'000 | 300'000 | 994'362 | 394'362 | 133'300 CHF | 56'759 CHF | 99.40% | 99.40% |
19.11.2024 | 6.43% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 922'162 | 322'162 | 138'720 CHF | 51'646 CHF | 96.77% | 96.77% |
18.11.2024 | 6.48% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 965'856 | 365'856 | 144'285 CHF | 58'300 CHF | 97.73% | 97.73% |
15.11.2024 | 8.78% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 995'825 | 395'825 | 111'065 CHF | 47'976 CHF | 96.49% | 96.49% |
14.11.2024 | 15.04% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 61'694 CHF | 35'847 CHF | 99.41% | 99.41% |
13.11.2024 | 12.05% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'972 | 78'178 CHF | 44'086 CHF | 98.98% | 98.98% |
12.11.2024 | 11.94% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 78'862 CHF | 44'431 CHF | 99.38% | 99.38% |
11.11.2024 | 15.23% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'747 CHF | 35'373 CHF | 99.37% | 99.37% |
08.11.2024 | 17.69% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 51'745 CHF | 30'873 CHF | 99.35% | 99.35% |
07.11.2024 | 17.02% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 54'158 CHF | 32'079 CHF | 98.67% | 98.67% |