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 | 4.58% | 0.18 CHF | 0.19 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 213'914 CHF | 89'566 CHF | 98.73% | 98.73% |
19.11.2024 | 5.30% | 0.22 CHF | 0.23 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 184'702 CHF | 77'881 CHF | 98.74% | 98.74% |
18.11.2024 | 4.80% | 0.24 CHF | 0.25 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 205'575 CHF | 86'230 CHF | 98.98% | 98.98% |
15.11.2024 | 9.95% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 96'876 CHF | 53'438 CHF | 98.09% | 98.09% |
14.11.2024 | 6.26% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 428'664 | 157'096 CHF | 70'969 CHF | 97.84% | 97.84% |
13.11.2024 | 5.16% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 1'000'000 | 403'512 | 190'325 CHF | 80'683 CHF | 94.86% | 94.86% |
12.11.2024 | 3.80% | 0.23 CHF | 0.24 CHF | 1'000'000 | 400'000 | 975'714 | 375'714 | 255'091 CHF | 101'069 CHF | 89.50% | 89.50% |
11.11.2024 | 4.43% | 0.31 CHF | 0.32 CHF | 900'000 | 300'000 | 998'836 | 398'836 | 222'895 CHF | 92'933 CHF | 93.67% | 93.67% |
08.11.2024 | 13.83% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 71'593 CHF | 40'797 CHF | 98.55% | 98.55% |
07.11.2024 | 17.33% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 53'258 CHF | 31'629 CHF | 98.26% | 98.26% |