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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 7.33% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 131'700 CHF | 70'850 CHF | 98.26% | 98.26% |
20.11.2024 | 9.38% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 101'804 CHF | 55'902 CHF | 99.35% | 99.35% |
19.11.2024 | 10.19% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 93'338 CHF | 51'669 CHF | 96.31% | 96.31% |
18.11.2024 | 10.01% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 95'193 CHF | 52'597 CHF | 94.25% | 94.25% |
15.11.2024 | 9.27% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 103'812 CHF | 56'906 CHF | 91.54% | 91.54% |
14.11.2024 | 8.69% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 110'164 CHF | 60'082 CHF | 94.32% | 94.32% |
13.11.2024 | 8.78% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 109'022 CHF | 59'511 CHF | 83.42% | 83.42% |
12.11.2024 | 7.70% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 125'175 CHF | 67'588 CHF | 91.91% | 91.91% |
11.11.2024 | 6.90% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 140'116 CHF | 75'058 CHF | 85.53% | 85.53% |
08.11.2024 | 7.39% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 130'381 CHF | 70'191 CHF | 89.23% | 89.23% |