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 | 4.83% | 0.20 CHF | 0.21 CHF | 900'000 | 300'000 | 876'643 | 292'214 | 176'969 CHF | 61'912 CHF | 99.09% | 99.09% |
19.11.2024 | 5.19% | 0.21 CHF | 0.22 CHF | 900'000 | 300'000 | 880'746 | 293'582 | 165'418 CHF | 58'075 CHF | 98.75% | 98.75% |
18.11.2024 | 4.53% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 832'548 | 277'516 | 179'157 CHF | 62'494 CHF | 99.02% | 99.02% |
15.11.2024 | 4.59% | 0.22 CHF | 0.23 CHF | 900'000 | 300'000 | 869'431 | 289'810 | 185'481 CHF | 64'725 CHF | 99.60% | 99.60% |
14.11.2024 | 5.84% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 904'495 | 304'495 | 151'965 CHF | 54'085 CHF | 97.61% | 97.61% |
13.11.2024 | 7.65% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 992'775 | 392'775 | 125'094 CHF | 53'358 CHF | 99.34% | 99.34% |
12.11.2024 | 6.25% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 916'028 | 316'028 | 142'881 CHF | 52'152 CHF | 93.10% | 93.10% |
11.11.2024 | 4.83% | 0.20 CHF | 0.21 CHF | 900'000 | 300'000 | 893'841 | 297'947 | 180'762 CHF | 63'233 CHF | 99.06% | 99.06% |
08.11.2024 | 4.77% | 0.20 CHF | 0.21 CHF | 900'000 | 300'000 | 899'048 | 299'683 | 184'120 CHF | 64'370 CHF | 99.14% | 99.14% |
07.11.2024 | 3.95% | 0.26 CHF | 0.27 CHF | 900'000 | 300'000 | 896'725 | 298'908 | 223'244 CHF | 77'404 CHF | 98.61% | 98.61% |