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 | 3.32% | 0.28 CHF | 0.29 CHF | 1'000'000 | 1'000'000 | 546'970 | 546'970 | 164'236 CHF | 169'725 CHF | 99.90% | 99.90% |
19.11.2024 | 3.63% | 0.31 CHF | 0.32 CHF | 1'000'000 | 1'000'000 | 563'855 | 563'855 | 157'864 CHF | 163'515 CHF | 99.55% | 99.55% |
18.11.2024 | 4.70% | 0.31 CHF | 0.32 CHF | 1'000'000 | 1'000'000 | 586'375 | 586'375 | 178'824 CHF | 186'979 CHF | 97.73% | 97.73% |
15.11.2024 | 5.49% | 0.21 CHF | 0.22 CHF | 1'000'000 | 1'000'000 | 640'537 | 640'537 | 118'674 CHF | 125'095 CHF | 99.27% | 99.27% |
14.11.2024 | 4.19% | 0.21 CHF | 0.22 CHF | 1'000'000 | 1'000'000 | 572'654 | 572'654 | 135'476 CHF | 141'226 CHF | 98.88% | 98.88% |
13.11.2024 | 3.73% | 0.25 CHF | 0.26 CHF | 1'000'000 | 1'000'000 | 574'977 | 574'977 | 154'955 CHF | 160'729 CHF | 99.34% | 99.34% |
12.11.2024 | 9.87% | 0.30 CHF | 0.31 CHF | 1'000'000 | 1'000'000 | 356'347 | 356'347 | 108'329 CHF | 113'757 CHF | 95.38% | 95.38% |
11.11.2024 | 3.30% | 0.36 CHF | 0.37 CHF | 1'000'000 | 1'000'000 | 592'818 | 592'818 | 181'362 CHF | 187'299 CHF | 97.29% | 97.29% |
08.11.2024 | 6.92% | 0.20 CHF | 0.21 CHF | 1'000'000 | 1'000'000 | 699'758 | 699'758 | 105'425 CHF | 112'453 CHF | 99.64% | 99.64% |
07.11.2024 | 8.60% | 0.14 CHF | 0.15 CHF | 1'000'000 | 1'000'000 | 801'805 | 801'805 | 93'356 CHF | 101'406 CHF | 99.77% | 99.77% |