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 | 4.17% | 0.23 CHF | 0.24 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 234'877 CHF | 36'732 CHF | 99.36% | 99.36% |
19.11.2024 | 3.69% | 0.26 CHF | 0.27 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 266'287 CHF | 41'443 CHF | 99.37% | 99.37% |
18.11.2024 | 3.93% | 0.25 CHF | 0.26 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 249'695 CHF | 38'954 CHF | 99.23% | 99.23% |
15.11.2024 | 4.00% | 0.25 CHF | 0.26 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 244'985 CHF | 38'248 CHF | 99.37% | 99.37% |
14.11.2024 | 4.40% | 0.22 CHF | 0.23 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 222'212 CHF | 34'832 CHF | 99.38% | 99.38% |
13.11.2024 | 4.40% | 0.22 CHF | 0.23 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 222'102 CHF | 34'815 CHF | 99.37% | 99.37% |
12.11.2024 | 4.71% | 0.21 CHF | 0.22 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 207'352 CHF | 32'603 CHF | 99.38% | 99.38% |
11.11.2024 | 5.14% | 0.19 CHF | 0.20 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 189'433 CHF | 29'915 CHF | 99.37% | 99.37% |
08.11.2024 | 5.28% | 0.18 CHF | 0.19 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 184'531 CHF | 29'180 CHF | 99.25% | 99.25% |
07.11.2024 | 5.34% | 0.18 CHF | 0.19 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 182'657 CHF | 28'899 CHF | 99.30% | 99.30% |