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 | 4.76% | 0.20 CHF | 0.21 CHF | 1'000'000 | 400'000 | 910'872 | 310'872 | 187'015 CHF | 66'897 CHF | 99.26% | 99.26% |
19.11.2024 | 5.04% | 0.21 CHF | 0.22 CHF | 900'000 | 300'000 | 978'220 | 378'220 | 189'510 CHF | 76'827 CHF | 99.07% | 99.07% |
18.11.2024 | 4.55% | 0.22 CHF | 0.23 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 193'358 CHF | 67'453 CHF | 98.90% | 98.90% |
15.11.2024 | 4.60% | 0.22 CHF | 0.23 CHF | 900'000 | 300'000 | 925'738 | 325'738 | 196'966 CHF | 72'279 CHF | 99.44% | 99.44% |
14.11.2024 | 5.60% | 0.18 CHF | 0.19 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 175'035 CHF | 74'014 CHF | 97.64% | 97.64% |
13.11.2024 | 6.91% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 140'044 CHF | 60'018 CHF | 99.38% | 99.38% |
12.11.2024 | 5.93% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 164'406 CHF | 69'762 CHF | 93.10% | 93.10% |
11.11.2024 | 4.84% | 0.20 CHF | 0.21 CHF | 1'000'000 | 400'000 | 957'111 | 357'111 | 192'925 CHF | 75'419 CHF | 99.06% | 99.06% |
08.11.2024 | 4.83% | 0.20 CHF | 0.21 CHF | 900'000 | 300'000 | 949'432 | 349'432 | 191'797 CHF | 73'933 CHF | 99.32% | 99.32% |
07.11.2024 | 4.06% | 0.25 CHF | 0.26 CHF | 900'000 | 300'000 | 933'478 | 333'478 | 225'294 CHF | 83'523 CHF | 98.61% | 98.61% |