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 | 7.67% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 125'668 CHF | 54'267 CHF | 88.20% | 88.20% |
19.11.2024 | 8.43% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'283 | 113'834 CHF | 49'568 CHF | 88.28% | 88.28% |
18.11.2024 | 8.04% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 119'610 CHF | 51'844 CHF | 89.52% | 89.52% |
15.11.2024 | 6.90% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 140'145 CHF | 60'058 CHF | 92.99% | 92.99% |
14.11.2024 | 6.67% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 145'086 CHF | 62'034 CHF | 90.29% | 90.29% |
13.11.2024 | 6.73% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 143'845 CHF | 61'538 CHF | 96.15% | 96.15% |
12.11.2024 | 6.17% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 157'190 CHF | 66'876 CHF | 94.52% | 94.52% |
11.11.2024 | 5.07% | 0.19 CHF | 0.20 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 173'493 CHF | 60'831 CHF | 92.95% | 92.95% |
08.11.2024 | 6.06% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 980'915 | 380'915 | 157'086 CHF | 64'682 CHF | 95.82% | 95.82% |
07.11.2024 | 5.81% | 0.19 CHF | 0.20 CHF | 900'000 | 300'000 | 951'491 | 351'491 | 159'953 CHF | 62'137 CHF | 95.14% | 95.14% |