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 | 15.29% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'441 CHF | 35'220 CHF | 98.94% | 98.94% |
19.11.2024 | 15.39% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'982 CHF | 34'991 CHF | 88.63% | 88.63% |
18.11.2024 | 13.35% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 69'951 CHF | 39'975 CHF | 97.18% | 97.18% |
15.11.2024 | 12.71% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 74'192 CHF | 42'096 CHF | 91.43% | 91.43% |
14.11.2024 | 11.67% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 80'842 CHF | 45'421 CHF | 99.01% | 99.01% |
13.11.2024 | 12.03% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 78'314 CHF | 44'157 CHF | 98.93% | 98.93% |
12.11.2024 | 10.74% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 88'271 CHF | 49'136 CHF | 99.32% | 99.32% |
11.11.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 100'020 CHF | 55'010 CHF | 99.33% | 99.33% |
08.11.2024 | 9.58% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 99'404 CHF | 54'702 CHF | 98.11% | 98.11% |
07.11.2024 | 8.11% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 418'685 | 118'567 CHF | 53'667 CHF | 98.63% | 98.63% |