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 | 5.66% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 171'921 CHF | 72'768 CHF | 98.95% | 98.95% |
19.11.2024 | 5.90% | 0.18 CHF | 0.19 CHF | 1'000'000 | 400'000 | 1'000'000 | 451'383 | 164'897 CHF | 78'687 CHF | 98.74% | 98.74% |
18.11.2024 | 5.44% | 0.18 CHF | 0.19 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 178'973 CHF | 75'589 CHF | 99.35% | 99.35% |
15.11.2024 | 5.47% | 0.18 CHF | 0.19 CHF | 1'000'000 | 400'000 | 1'000'000 | 404'607 | 178'255 CHF | 76'083 CHF | 99.40% | 99.40% |
14.11.2024 | 6.53% | 0.16 CHF | 0.17 CHF | 1'000'000 | 500'000 | 1'000'000 | 486'677 | 149'144 CHF | 77'225 CHF | 97.62% | 97.62% |
13.11.2024 | 7.90% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 121'710 CHF | 65'855 CHF | 99.38% | 99.38% |
12.11.2024 | 6.86% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 141'470 CHF | 75'735 CHF | 98.57% | 98.57% |
11.11.2024 | 5.76% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 168'672 CHF | 71'469 CHF | 99.06% | 99.06% |
08.11.2024 | 5.73% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 1'000'000 | 405'934 | 169'684 CHF | 72'882 CHF | 97.68% | 97.68% |
07.11.2024 | 4.85% | 0.21 CHF | 0.22 CHF | 1'000'000 | 400'000 | 1'000'000 | 415'665 | 201'486 CHF | 87'682 CHF | 98.60% | 98.60% |