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 | 7.74% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 124'517 CHF | 67'259 CHF | 99.17% | 99.17% |
19.11.2024 | 7.60% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 126'947 CHF | 68'474 CHF | 99.16% | 99.16% |
18.11.2024 | 6.86% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 140'737 CHF | 75'368 CHF | 99.22% | 99.22% |
15.11.2024 | 6.37% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 459'537 | 152'232 CHF | 74'378 CHF | 99.17% | 99.17% |
14.11.2024 | 6.19% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 1'000'000 | 430'953 | 156'776 CHF | 71'648 CHF | 99.15% | 99.15% |
13.11.2024 | 6.41% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 478'690 | 151'155 CHF | 76'953 CHF | 99.16% | 99.16% |
12.11.2024 | 5.98% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 434'516 | 162'536 CHF | 74'703 CHF | 99.16% | 99.16% |
11.11.2024 | 5.28% | 0.19 CHF | 0.20 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 184'706 CHF | 77'883 CHF | 99.16% | 99.16% |
08.11.2024 | 5.32% | 0.18 CHF | 0.19 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 183'273 CHF | 77'309 CHF | 99.16% | 99.16% |
07.11.2024 | 4.64% | 0.21 CHF | 0.22 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 210'684 CHF | 88'274 CHF | 98.25% | 98.25% |