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 | 4.28% | 0.21 CHF | 0.22 CHF | 1'000'000 | 75'000 | 1'000'000 | 75'000 | 230'168 CHF | 18'013 CHF | 99.36% | 99.36% |
19.11.2024 | 4.16% | 0.25 CHF | 0.26 CHF | 1'000'000 | 75'000 | 999'910 | 75'000 | 235'935 CHF | 18'447 CHF | 99.26% | 99.37% |
18.11.2024 | 3.72% | 0.27 CHF | 0.28 CHF | 1'000'000 | 75'000 | 1'000'000 | 75'000 | 265'135 CHF | 20'635 CHF | 99.22% | 99.22% |
15.11.2024 | 3.23% | 0.29 CHF | 0.30 CHF | 1'000'000 | 75'000 | 1'000'000 | 75'000 | 304'384 CHF | 23'579 CHF | 99.37% | 99.37% |
14.11.2024 | 3.08% | 0.31 CHF | 0.32 CHF | 1'000'000 | 75'000 | 1'000'000 | 75'000 | 319'343 CHF | 24'701 CHF | 99.36% | 99.36% |
13.11.2024 | 3.13% | 0.32 CHF | 0.33 CHF | 1'000'000 | 75'000 | 1'000'000 | 75'000 | 314'248 CHF | 24'319 CHF | 99.37% | 99.37% |
12.11.2024 | 2.92% | 0.32 CHF | 0.33 CHF | 1'000'000 | 75'000 | 1'000'000 | 75'000 | 337'316 CHF | 26'049 CHF | 99.37% | 99.37% |
11.11.2024 | 2.64% | 0.37 CHF | 0.38 CHF | 1'000'000 | 75'000 | 1'000'000 | 75'000 | 373'338 CHF | 28'750 CHF | 99.37% | 99.37% |
08.11.2024 | 2.73% | 0.36 CHF | 0.37 CHF | 1'000'000 | 75'000 | 1'000'000 | 75'000 | 361'474 CHF | 27'861 CHF | 99.36% | 99.36% |
07.11.2024 | 2.62% | 0.38 CHF | 0.39 CHF | 1'000'000 | 75'000 | 1'000'000 | 75'000 | 376'859 CHF | 29'014 CHF | 99.28% | 99.28% |