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 | 7.54% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 127'803 CHF | 55'121 CHF | 98.26% | 98.26% |
19.11.2024 | 7.96% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 120'797 CHF | 52'319 CHF | 98.63% | 98.63% |
18.11.2024 | 6.95% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 139'014 CHF | 59'606 CHF | 98.81% | 98.81% |
15.11.2024 | 6.86% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 140'887 CHF | 60'355 CHF | 98.34% | 98.34% |
14.11.2024 | 7.83% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 122'901 CHF | 53'160 CHF | 97.73% | 97.73% |
13.11.2024 | 7.45% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 129'610 CHF | 55'844 CHF | 98.85% | 98.85% |
12.11.2024 | 6.95% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 138'995 CHF | 59'598 CHF | 92.36% | 92.36% |
11.11.2024 | 5.17% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 169'769 CHF | 59'590 CHF | 98.95% | 98.95% |
08.11.2024 | 5.85% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 937'291 | 337'291 | 155'691 CHF | 59'221 CHF | 98.33% | 98.33% |
07.11.2024 | 4.29% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 826'728 | 275'576 | 188'793 CHF | 65'687 CHF | 98.13% | 98.13% |