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 | 5.84% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 976'234 | 376'234 | 162'260 CHF | 66'242 CHF | 99.69% | 99.69% |
19.11.2024 | 5.96% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 985'555 | 385'555 | 160'610 CHF | 66'615 CHF | 99.25% | 99.25% |
18.11.2024 | 5.64% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 929'817 | 329'817 | 160'256 CHF | 60'096 CHF | 99.24% | 99.24% |
15.11.2024 | 5.82% | 0.17 CHF | 0.18 CHF | 900'000 | 300'000 | 961'381 | 361'381 | 160'597 CHF | 63'830 CHF | 99.41% | 99.41% |
14.11.2024 | 6.44% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 150'384 CHF | 64'154 CHF | 97.52% | 97.52% |
13.11.2024 | 7.94% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 121'466 CHF | 52'586 CHF | 99.37% | 99.37% |
12.11.2024 | 7.07% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 136'881 CHF | 58'752 CHF | 98.58% | 98.58% |
11.11.2024 | 6.20% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 156'381 CHF | 66'553 CHF | 99.37% | 99.37% |
08.11.2024 | 6.04% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 984'949 | 384'949 | 158'170 CHF | 65'553 CHF | 93.13% | 93.13% |
07.11.2024 | 5.41% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 161'825 CHF | 56'942 CHF | 98.59% | 98.59% |