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 | 11.05% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 85'753 CHF | 47'877 CHF | 98.94% | 98.94% |
19.11.2024 | 10.58% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 89'554 CHF | 49'777 CHF | 88.41% | 88.41% |
18.11.2024 | 9.50% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 100'349 CHF | 55'175 CHF | 97.15% | 97.15% |
15.11.2024 | 9.00% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 106'736 CHF | 58'368 CHF | 91.38% | 91.38% |
14.11.2024 | 8.60% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 111'471 CHF | 60'735 CHF | 98.99% | 98.99% |
13.11.2024 | 8.79% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 108'883 CHF | 59'441 CHF | 98.92% | 98.92% |
12.11.2024 | 7.63% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 126'443 CHF | 68'222 CHF | 99.33% | 99.33% |
11.11.2024 | 6.96% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 404'965 | 138'702 CHF | 60'176 CHF | 99.32% | 99.32% |
08.11.2024 | 7.35% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 407'170 | 131'089 CHF | 57'433 CHF | 98.11% | 98.11% |
07.11.2024 | 6.30% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 154'046 CHF | 65'619 CHF | 98.58% | 98.58% |