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 | 6.30% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 154'110 CHF | 65'644 CHF | 99.36% | 99.36% |
19.11.2024 | 5.90% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 991'046 | 391'046 | 163'470 CHF | 68'260 CHF | 96.70% | 96.70% |
18.11.2024 | 5.11% | 0.19 CHF | 0.20 CHF | 900'000 | 300'000 | 909'641 | 309'641 | 173'491 CHF | 62'133 CHF | 97.50% | 97.50% |
15.11.2024 | 5.33% | 0.19 CHF | 0.20 CHF | 900'000 | 300'000 | 963'515 | 363'515 | 176'094 CHF | 69'937 CHF | 96.05% | 96.05% |
14.11.2024 | 5.78% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 168'143 CHF | 71'257 CHF | 99.30% | 99.30% |
13.11.2024 | 5.93% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 163'915 CHF | 69'566 CHF | 98.73% | 98.73% |
12.11.2024 | 5.57% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 978'253 | 378'253 | 171'014 CHF | 69'815 CHF | 99.38% | 99.38% |
11.11.2024 | 5.14% | 0.20 CHF | 0.21 CHF | 900'000 | 300'000 | 901'734 | 301'734 | 171'187 CHF | 60'288 CHF | 99.36% | 99.36% |
08.11.2024 | 5.86% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 165'891 CHF | 70'356 CHF | 98.24% | 98.24% |
07.11.2024 | 5.22% | 0.17 CHF | 0.18 CHF | 900'000 | 300'000 | 900'867 | 300'867 | 168'670 CHF | 59'329 CHF | 98.64% | 98.64% |