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 | 11.18% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 84'764 CHF | 37'906 CHF | 99.35% | 99.35% |
19.11.2024 | 11.29% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 83'967 CHF | 37'587 CHF | 96.62% | 96.62% |
18.11.2024 | 10.09% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 94'426 CHF | 41'771 CHF | 97.18% | 97.18% |
15.11.2024 | 10.24% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 92'862 CHF | 41'145 CHF | 96.02% | 96.02% |
14.11.2024 | 14.96% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 62'054 CHF | 36'027 CHF | 99.35% | 99.35% |
13.11.2024 | 13.75% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 67'988 CHF | 38'994 CHF | 99.07% | 99.07% |
12.11.2024 | 13.24% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 70'664 CHF | 40'332 CHF | 74.94% | 74.94% |
11.11.2024 | 15.75% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'109 CHF | 34'554 CHF | 96.29% | 96.29% |
08.11.2024 | 10.64% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 420'085 | 89'910 CHF | 41'670 CHF | 96.77% | 96.77% |
07.11.2024 | 11.18% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 1'000'000 | 479'767 | 84'892 CHF | 45'323 CHF | 98.65% | 98.65% |