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 | 13.18% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 71'067 CHF | 40'533 CHF | 99.40% | 99.40% |
19.11.2024 | 14.67% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 63'486 CHF | 36'743 CHF | 96.73% | 96.73% |
18.11.2024 | 13.36% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 69'926 CHF | 39'963 CHF | 97.69% | 97.69% |
15.11.2024 | 9.68% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 420'291 | 100'813 CHF | 46'019 CHF | 96.51% | 96.51% |
14.11.2024 | 6.70% | 0.14 CHF | 0.15 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 130'131 CHF | 46'377 CHF | 99.33% | 99.33% |
13.11.2024 | 8.08% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 999'653 | 399'653 | 118'827 CHF | 51'500 CHF | 98.78% | 98.78% |
12.11.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 996'750 | 396'750 | 119'604 CHF | 51'556 CHF | 99.38% | 99.38% |
11.11.2024 | 6.66% | 0.13 CHF | 0.14 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 130'867 CHF | 46'622 CHF | 99.37% | 99.37% |
08.11.2024 | 5.77% | 0.15 CHF | 0.16 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 151'576 CHF | 53'525 CHF | 99.35% | 99.35% |
07.11.2024 | 5.71% | 0.17 CHF | 0.18 CHF | 900'000 | 300'000 | 899'924 | 299'975 | 153'196 CHF | 54'065 CHF | 98.67% | 98.67% |