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 | 15.18% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'990 CHF | 35'495 CHF | 99.36% | 99.36% |
19.11.2024 | 17.47% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 52'544 CHF | 31'272 CHF | 96.32% | 96.32% |
18.11.2024 | 17.58% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 52'160 CHF | 31'080 CHF | 94.45% | 94.45% |
15.11.2024 | 15.98% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 57'916 CHF | 33'958 CHF | 91.49% | 91.49% |
14.11.2024 | 15.24% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'718 CHF | 35'359 CHF | 94.68% | 94.68% |
13.11.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'000 CHF | 35'000 CHF | 83.40% | 83.40% |
12.11.2024 | 13.28% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 70'443 CHF | 40'221 CHF | 91.87% | 91.87% |
11.11.2024 | 11.93% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 78'954 CHF | 44'477 CHF | 82.29% | 82.29% |
08.11.2024 | 13.13% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 71'282 CHF | 40'641 CHF | 89.21% | 89.21% |
07.11.2024 | 13.34% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 69'948 CHF | 39'974 CHF | 80.37% | 80.37% |