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 | 6.31% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 971'819 | 371'819 | 149'318 CHF | 60'681 CHF | 98.91% | 98.91% |
19.11.2024 | 6.64% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 987'918 | 387'918 | 144'419 CHF | 60'417 CHF | 98.28% | 98.28% |
18.11.2024 | 4.89% | 0.19 CHF | 0.20 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 180'063 CHF | 63'021 CHF | 98.93% | 98.93% |
15.11.2024 | 4.35% | 0.22 CHF | 0.23 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 202'750 CHF | 70'583 CHF | 98.33% | 98.33% |
14.11.2024 | 4.51% | 0.25 CHF | 0.26 CHF | 900'000 | 300'000 | 900'221 | 300'221 | 196'951 CHF | 68'678 CHF | 97.20% | 97.20% |
13.11.2024 | 4.99% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 920'070 | 320'070 | 180'797 CHF | 65'822 CHF | 98.92% | 98.92% |
12.11.2024 | 3.66% | 0.26 CHF | 0.27 CHF | 900'000 | 300'000 | 853'208 | 284'460 | 230'068 CHF | 79'545 CHF | 97.58% | 97.58% |
11.11.2024 | 4.71% | 0.23 CHF | 0.24 CHF | 900'000 | 300'000 | 938'883 | 338'883 | 196'817 CHF | 73'693 CHF | 98.64% | 98.64% |
08.11.2024 | 6.25% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 155'629 CHF | 66'252 CHF | 92.76% | 92.76% |
07.11.2024 | 5.58% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 174'476 CHF | 73'791 CHF | 98.10% | 98.10% |