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 | 10.93% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 494'724 | 86'920 CHF | 47'879 CHF | 96.11% | 96.11% |
19.11.2024 | 9.92% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 473'650 | 96'058 CHF | 50'117 CHF | 94.06% | 94.06% |
18.11.2024 | 8.82% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 403'011 | 108'890 CHF | 47'887 CHF | 96.41% | 96.41% |
15.11.2024 | 9.14% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 432'493 | 105'849 CHF | 49'707 CHF | 96.42% | 96.42% |
14.11.2024 | 9.29% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 406'676 | 102'783 CHF | 45'847 CHF | 97.32% | 97.32% |
13.11.2024 | 8.73% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'230 | 109'933 CHF | 47'999 CHF | 97.90% | 97.90% |
12.11.2024 | 7.62% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 126'441 CHF | 54'576 CHF | 98.82% | 98.82% |
11.11.2024 | 7.01% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 137'987 CHF | 59'195 CHF | 98.62% | 98.62% |
08.11.2024 | 6.08% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 979'093 | 379'093 | 156'311 CHF | 64'203 CHF | 98.32% | 98.32% |
07.11.2024 | 5.83% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 936'459 | 336'459 | 155'947 CHF | 59'279 CHF | 98.22% | 98.22% |