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 | 6.22% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 156'144 CHF | 83'072 CHF | 99.09% | 99.09% |
19.11.2024 | 7.57% | 0.17 CHF | 0.18 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 128'119 CHF | 69'059 CHF | 88.41% | 88.41% |
18.11.2024 | 8.66% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 110'618 CHF | 60'309 CHF | 97.38% | 97.38% |
15.11.2024 | 8.66% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 111'227 CHF | 60'613 CHF | 89.79% | 89.79% |
14.11.2024 | 4.49% | 0.23 CHF | 0.24 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 218'157 CHF | 91'263 CHF | 99.03% | 99.03% |
13.11.2024 | 6.13% | 0.20 CHF | 0.21 CHF | 1'000'000 | 400'000 | 1'000'000 | 483'626 | 159'399 CHF | 81'393 CHF | 98.70% | 98.70% |
12.11.2024 | 5.86% | 0.16 CHF | 0.17 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 165'895 CHF | 87'948 CHF | 99.31% | 99.31% |
11.11.2024 | 5.32% | 0.17 CHF | 0.18 CHF | 1'000'000 | 500'000 | 1'000'000 | 445'288 | 183'120 CHF | 85'712 CHF | 99.34% | 99.34% |
08.11.2024 | 5.01% | 0.22 CHF | 0.23 CHF | 1'000'000 | 400'000 | 1'000'000 | 401'494 | 195'282 CHF | 82'397 CHF | 98.16% | 98.16% |
07.11.2024 | 6.48% | 0.16 CHF | 0.17 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'404 | 149'951 CHF | 79'862 CHF | 98.64% | 98.64% |