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 | 8.84% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 108'220 CHF | 47'288 CHF | 99.42% | 99.42% |
19.11.2024 | 8.88% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 995'483 | 395'483 | 107'333 CHF | 46'590 CHF | 96.70% | 96.70% |
18.11.2024 | 7.45% | 0.12 CHF | 0.13 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 116'399 CHF | 41'800 CHF | 97.73% | 97.73% |
15.11.2024 | 6.33% | 0.13 CHF | 0.14 CHF | 900'000 | 300'000 | 899'862 | 299'954 | 137'998 CHF | 48'999 CHF | 96.49% | 96.49% |
14.11.2024 | 6.30% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 893'212 | 297'737 | 137'370 CHF | 48'768 CHF | 99.36% | 99.36% |
13.11.2024 | 6.13% | 0.15 CHF | 0.16 CHF | 900'000 | 300'000 | 886'385 | 295'462 | 140'123 CHF | 49'662 CHF | 98.91% | 98.91% |
12.11.2024 | 5.50% | 0.17 CHF | 0.18 CHF | 750'000 | 250'000 | 750'000 | 249'984 | 132'715 CHF | 46'735 CHF | 99.28% | 99.28% |
11.11.2024 | 5.91% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 810'921 | 270'307 | 133'215 CHF | 47'108 CHF | 99.37% | 99.37% |
08.11.2024 | 6.69% | 0.17 CHF | 0.18 CHF | 750'000 | 250'000 | 876'048 | 292'016 | 126'536 CHF | 45'099 CHF | 99.35% | 99.35% |
07.11.2024 | 6.87% | 0.14 CHF | 0.15 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 126'623 CHF | 45'208 CHF | 98.75% | 98.75% |