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 | 11.12% | 0.07 CHF | 0.08 CHF | 1'500'000 | 200'000 | 1'500'000 | 184'159 | 130'200 CHF | 17'592 CHF | 99.37% | 99.37% |
19.11.2024 | 10.26% | 0.10 CHF | 0.11 CHF | 1'500'000 | 150'000 | 1'500'000 | 187'508 | 139'984 CHF | 19'201 CHF | 99.37% | 99.37% |
18.11.2024 | 8.65% | 0.11 CHF | 0.12 CHF | 1'500'000 | 150'000 | 1'500'000 | 155'795 | 168'192 CHF | 18'915 CHF | 99.23% | 99.23% |
15.11.2024 | 6.69% | 0.13 CHF | 0.14 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 217'155 CHF | 23'216 CHF | 99.37% | 99.37% |
14.11.2024 | 6.29% | 0.15 CHF | 0.16 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 231'171 CHF | 24'617 CHF | 99.38% | 99.38% |
13.11.2024 | 6.38% | 0.15 CHF | 0.16 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 227'684 CHF | 24'268 CHF | 99.37% | 99.37% |
12.11.2024 | 5.72% | 0.16 CHF | 0.17 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 254'952 CHF | 26'995 CHF | 99.37% | 99.37% |
11.11.2024 | 4.90% | 0.20 CHF | 0.21 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 299'290 CHF | 31'429 CHF | 99.37% | 99.37% |
08.11.2024 | 5.07% | 0.19 CHF | 0.20 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 288'361 CHF | 30'336 CHF | 99.38% | 99.38% |
07.11.2024 | 4.73% | 0.20 CHF | 0.21 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 309'507 CHF | 32'451 CHF | 99.28% | 99.28% |