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 | 4.18% | 0.21 CHF | 0.22 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 234'881 CHF | 97'952 CHF | 98.91% | 98.91% |
19.11.2024 | 4.91% | 0.25 CHF | 0.26 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 199'555 CHF | 83'822 CHF | 88.42% | 88.42% |
18.11.2024 | 5.62% | 0.17 CHF | 0.18 CHF | 1'000'000 | 500'000 | 1'000'000 | 485'534 | 173'130 CHF | 88'816 CHF | 97.44% | 97.44% |
15.11.2024 | 5.53% | 0.16 CHF | 0.17 CHF | 1'000'000 | 500'000 | 1'000'000 | 428'556 | 176'864 CHF | 79'589 CHF | 89.90% | 89.90% |
14.11.2024 | 3.12% | 0.33 CHF | 0.34 CHF | 900'000 | 300'000 | 903'798 | 303'798 | 285'874 CHF | 99'089 CHF | 99.03% | 99.03% |
13.11.2024 | 4.08% | 0.29 CHF | 0.30 CHF | 1'000'000 | 400'000 | 999'951 | 399'951 | 241'902 CHF | 100'751 CHF | 98.67% | 98.67% |
12.11.2024 | 3.92% | 0.24 CHF | 0.25 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 250'288 CHF | 104'115 CHF | 99.31% | 99.31% |
11.11.2024 | 3.57% | 0.26 CHF | 0.27 CHF | 1'000'000 | 400'000 | 996'116 | 396'116 | 274'359 CHF | 113'028 CHF | 99.33% | 99.33% |
08.11.2024 | 3.39% | 0.32 CHF | 0.33 CHF | 900'000 | 300'000 | 950'999 | 350'999 | 275'921 CHF | 104'931 CHF | 98.18% | 98.18% |
07.11.2024 | 4.25% | 0.24 CHF | 0.25 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 230'803 CHF | 96'321 CHF | 98.57% | 98.57% |