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 | 7.27% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 933'156 | 333'156 | 123'662 CHF | 47'426 CHF | 99.36% | 99.36% |
19.11.2024 | 7.00% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 929'401 | 329'401 | 128'167 CHF | 48'559 CHF | 99.57% | 99.57% |
18.11.2024 | 7.25% | 0.13 CHF | 0.14 CHF | 900'000 | 300'000 | 944'698 | 344'698 | 125'590 CHF | 49'184 CHF | 99.39% | 99.39% |
15.11.2024 | 7.10% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 936'643 | 336'643 | 127'253 CHF | 48'926 CHF | 99.40% | 99.40% |
14.11.2024 | 5.32% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 832'071 | 277'357 | 152'128 CHF | 53'483 CHF | 97.92% | 97.92% |
13.11.2024 | 5.15% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 779'266 | 259'755 | 147'370 CHF | 51'721 CHF | 99.37% | 99.37% |
12.11.2024 | 4.68% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 156'573 CHF | 54'691 CHF | 98.95% | 98.95% |
11.11.2024 | 4.24% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 173'379 CHF | 60'293 CHF | 99.37% | 99.37% |
08.11.2024 | 4.20% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 174'819 CHF | 60'773 CHF | 93.13% | 93.13% |
07.11.2024 | 4.28% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 171'725 CHF | 59'742 CHF | 98.60% | 98.60% |