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 | 10.50% | 0.08 CHF | 0.09 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 90'367 CHF | 100'367 CHF | 99.42% | 99.42% |
19.11.2024 | 9.77% | 0.10 CHF | 0.11 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 97'582 CHF | 107'582 CHF | 100.00% | 100.00% |
18.11.2024 | 9.95% | 0.10 CHF | 0.11 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 95'644 CHF | 105'644 CHF | 99.26% | 99.26% |
15.11.2024 | 9.64% | 0.09 CHF | 0.10 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 98'977 CHF | 108'977 CHF | 98.67% | 98.67% |
14.11.2024 | 9.91% | 0.10 CHF | 0.11 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 96'114 CHF | 106'114 CHF | 100.00% | 100.00% |
13.11.2024 | 8.45% | 0.10 CHF | 0.11 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 113'841 CHF | 123'841 CHF | 99.08% | 99.08% |
12.11.2024 | 7.93% | 0.12 CHF | 0.13 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 121'106 CHF | 131'106 CHF | 99.81% | 99.81% |
11.11.2024 | 7.44% | 0.13 CHF | 0.14 CHF | 950'000 | 950'000 | 950'000 | 950'000 | 122'976 CHF | 132'476 CHF | 100.00% | 100.00% |
08.11.2024 | 5.86% | 0.15 CHF | 0.16 CHF | 820'000 | 820'000 | 820'000 | 820'000 | 135'957 CHF | 144'157 CHF | 100.00% | 100.00% |
07.11.2024 | 5.50% | 0.19 CHF | 0.20 CHF | 930'000 | 930'000 | 930'000 | 930'000 | 165'090 CHF | 174'390 CHF | 99.96% | 99.96% |