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 | 5.83% | 0.15 CHF | 0.16 CHF | 1'000'000 | 1'000'000 | 633'108 | 633'108 | 106'804 CHF | 113'159 CHF | 99.90% | 99.90% |
19.11.2024 | 6.58% | 0.18 CHF | 0.19 CHF | 1'000'000 | 1'000'000 | 675'502 | 675'502 | 102'872 CHF | 109'642 CHF | 99.55% | 99.55% |
18.11.2024 | 8.27% | 0.18 CHF | 0.19 CHF | 1'000'000 | 1'000'000 | 762'771 | 762'771 | 130'203 CHF | 141'219 CHF | 97.74% | 97.74% |
15.11.2024 | 11.55% | 0.10 CHF | 0.11 CHF | 1'000'000 | 1'000'000 | 863'360 | 863'360 | 73'129 CHF | 81'784 CHF | 99.27% | 99.27% |
14.11.2024 | 7.87% | 0.10 CHF | 0.11 CHF | 1'000'000 | 1'000'000 | 711'379 | 711'379 | 88'585 CHF | 95'729 CHF | 98.87% | 98.87% |
13.11.2024 | 6.70% | 0.13 CHF | 0.14 CHF | 1'000'000 | 1'000'000 | 720'842 | 720'842 | 107'015 CHF | 114'253 CHF | 99.34% | 99.34% |
12.11.2024 | 16.00% | 0.17 CHF | 0.18 CHF | 1'000'000 | 1'000'000 | 387'209 | 387'209 | 69'498 CHF | 75'688 CHF | 96.20% | 96.20% |
11.11.2024 | 5.68% | 0.22 CHF | 0.23 CHF | 1'000'000 | 1'000'000 | 766'157 | 766'157 | 135'003 CHF | 142'678 CHF | 97.30% | 97.30% |
08.11.2024 | 15.35% | 0.10 CHF | 0.11 CHF | 1'000'000 | 1'000'000 | 847'209 | 847'209 | 55'617 CHF | 64'123 CHF | 100.00% | 100.00% |
07.11.2024 | 19.30% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 895'062 | 895'062 | 43'714 CHF | 52'698 CHF | 99.77% | 99.77% |