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 | 8.69% | 0.11 CHF | 0.12 CHF | 900'000 | 900'000 | 900'000 | 900'000 | 99'012 CHF | 108'012 CHF | 100.00% | 100.00% |
19.11.2024 | 8.55% | 0.11 CHF | 0.12 CHF | 900'000 | 900'000 | 900'000 | 900'000 | 100'935 CHF | 109'935 CHF | 100.00% | 100.00% |
18.11.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 1'000'000 | 1'000'000 | 999'999 | 999'998 | 110'000 CHF | 120'000 CHF | 100.00% | 100.00% |
15.11.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 1'000'000 | 998'500 | 1'000'000 | 998'500 | 109'980 CHF | 119'800 CHF | 100.00% | 100.00% |
14.11.2024 | 9.32% | 0.10 CHF | 0.11 CHF | 1'000'000 | 998'500 | 1'000'000 | 998'500 | 102'422 CHF | 112'253 CHF | 100.00% | 100.00% |
13.11.2024 | 8.71% | 0.11 CHF | 0.12 CHF | 1'000'000 | 998'500 | 1'000'000 | 998'500 | 109'782 CHF | 119'602 CHF | 100.00% | 100.00% |
12.11.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 1'000'000 | 998'500 | 1'000'000 | 998'500 | 100'000 CHF | 109'835 CHF | 100.00% | 100.00% |
11.11.2024 | 9.53% | 0.10 CHF | 0.11 CHF | 1'000'000 | 998'500 | 1'000'000 | 998'500 | 99'914 CHF | 109'749 CHF | 100.00% | 100.00% |
08.11.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 1'000'000 | 998'500 | 1'000'000 | 998'500 | 100'000 CHF | 109'835 CHF | 100.00% | 100.00% |
07.11.2024 | 10.05% | 0.10 CHF | 0.11 CHF | 1'000'000 | 998'500 | 1'000'000 | 998'500 | 94'748 CHF | 104'591 CHF | 100.00% | 100.00% |