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 | 5.36% | 0.16 CHF | 0.17 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 181'849 CHF | 95'925 CHF | 98.90% | 98.90% |
19.11.2024 | 6.16% | 0.20 CHF | 0.21 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 157'934 CHF | 83'967 CHF | 87.24% | 87.24% |
18.11.2024 | 6.90% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 140'009 CHF | 75'004 CHF | 97.31% | 97.31% |
15.11.2024 | 6.88% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 141'097 CHF | 75'549 CHF | 90.12% | 90.12% |
14.11.2024 | 4.17% | 0.25 CHF | 0.26 CHF | 1'000'000 | 400'000 | 1'000'000 | 480'434 | 235'484 CHF | 117'563 CHF | 99.03% | 99.03% |
13.11.2024 | 5.45% | 0.22 CHF | 0.23 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 179'680 CHF | 94'840 CHF | 99.02% | 99.02% |
12.11.2024 | 5.15% | 0.18 CHF | 0.19 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 189'297 CHF | 99'648 CHF | 99.32% | 99.32% |
11.11.2024 | 4.81% | 0.20 CHF | 0.21 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 203'288 CHF | 106'644 CHF | 99.32% | 99.32% |
08.11.2024 | 4.56% | 0.23 CHF | 0.24 CHF | 1'000'000 | 500'000 | 1'000'000 | 491'099 | 214'844 CHF | 110'190 CHF | 98.16% | 98.16% |
07.11.2024 | 5.53% | 0.18 CHF | 0.19 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 176'256 CHF | 93'128 CHF | 98.67% | 98.67% |