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 | 5.80% | 0.15 CHF | 0.16 CHF | 1'000'000 | 1'000'000 | 518'845 | 518'845 | 86'882 CHF | 92'088 CHF | 99.90% | 99.90% |
19.11.2024 | 6.65% | 0.18 CHF | 0.19 CHF | 980'000 | 980'000 | 526'986 | 526'986 | 80'400 CHF | 85'681 CHF | 99.55% | 99.55% |
18.11.2024 | 8.01% | 0.19 CHF | 0.20 CHF | 980'000 | 980'000 | 518'503 | 518'503 | 93'442 CHF | 100'521 CHF | 97.73% | 97.73% |
15.11.2024 | 11.94% | 0.10 CHF | 0.11 CHF | 1'000'000 | 1'000'000 | 551'648 | 551'648 | 46'606 CHF | 52'134 CHF | 99.27% | 99.27% |
14.11.2024 | 7.52% | 0.10 CHF | 0.11 CHF | 1'000'000 | 1'000'000 | 527'180 | 527'180 | 67'004 CHF | 72'299 CHF | 98.88% | 98.88% |
13.11.2024 | 6.28% | 0.14 CHF | 0.15 CHF | 1'000'000 | 1'000'000 | 521'746 | 521'746 | 82'178 CHF | 87'418 CHF | 99.34% | 99.34% |
12.11.2024 | 13.62% | 0.19 CHF | 0.20 CHF | 1'000'000 | 1'000'000 | 341'918 | 341'918 | 71'314 CHF | 76'429 CHF | 96.00% | 96.00% |
11.11.2024 | 5.18% | 0.28 CHF | 0.29 CHF | 960'000 | 960'000 | 520'810 | 520'810 | 105'303 CHF | 110'518 CHF | 97.29% | 97.29% |
08.11.2024 | 17.37% | 0.10 CHF | 0.11 CHF | 1'000'000 | 1'000'000 | 549'070 | 549'070 | 36'105 CHF | 41'619 CHF | 100.00% | 100.00% |
07.11.2024 | 21.24% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 577'451 | 577'451 | 26'151 CHF | 31'949 CHF | 99.77% | 99.77% |