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 | 6.81% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 142'059 CHF | 76'030 CHF | 99.07% | 99.07% |
19.11.2024 | 7.01% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 137'844 CHF | 73'922 CHF | 97.21% | 97.21% |
18.11.2024 | 7.43% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 130'208 CHF | 70'104 CHF | 98.47% | 98.47% |
15.11.2024 | 7.50% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 128'485 CHF | 69'242 CHF | 97.81% | 97.81% |
14.11.2024 | 6.33% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 153'121 CHF | 81'561 CHF | 95.99% | 95.99% |
13.11.2024 | 5.70% | 0.16 CHF | 0.17 CHF | 1'000'000 | 500'000 | 1'000'000 | 419'392 | 170'483 CHF | 75'615 CHF | 97.69% | 97.69% |
12.11.2024 | 5.06% | 0.18 CHF | 0.19 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 192'592 CHF | 81'037 CHF | 93.55% | 93.55% |
11.11.2024 | 4.90% | 0.20 CHF | 0.21 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 199'502 CHF | 83'801 CHF | 99.35% | 99.35% |
08.11.2024 | 4.47% | 0.22 CHF | 0.23 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 218'805 CHF | 91'522 CHF | 96.68% | 96.68% |
07.11.2024 | 4.87% | 0.21 CHF | 0.22 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 200'451 CHF | 84'180 CHF | 98.00% | 98.00% |