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 | 7.09% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 136'241 CHF | 58'497 CHF | 98.69% | 98.69% |
19.11.2024 | 7.06% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 998'444 | 398'444 | 136'734 CHF | 58'529 CHF | 98.61% | 98.61% |
18.11.2024 | 6.09% | 0.16 CHF | 0.17 CHF | 900'000 | 300'000 | 920'904 | 320'904 | 146'693 CHF | 54'257 CHF | 98.70% | 98.70% |
15.11.2024 | 6.34% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 994'385 | 394'385 | 152'011 CHF | 64'209 CHF | 98.27% | 98.27% |
14.11.2024 | 7.28% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 132'747 CHF | 57'099 CHF | 97.74% | 97.74% |
13.11.2024 | 8.24% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 116'528 CHF | 50'611 CHF | 98.93% | 98.93% |
12.11.2024 | 6.89% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 140'549 CHF | 60'220 CHF | 97.66% | 97.66% |
11.11.2024 | 6.84% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 141'358 CHF | 60'543 CHF | 98.94% | 98.94% |
08.11.2024 | 6.92% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 139'727 CHF | 59'891 CHF | 98.63% | 98.63% |
07.11.2024 | 5.69% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 899'980 | 300'060 | 154'033 CHF | 54'355 CHF | 98.05% | 98.05% |