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 | 4.00% | 0.22 CHF | 0.23 CHF | 1'000'000 | 500'000 | 1'000'000 | 409'723 | 245'469 CHF | 104'476 CHF | 99.09% | 99.09% |
19.11.2024 | 4.57% | 0.26 CHF | 0.27 CHF | 1'000'000 | 400'000 | 1'000'000 | 490'510 | 214'501 CHF | 109'807 CHF | 88.62% | 88.62% |
18.11.2024 | 5.10% | 0.19 CHF | 0.20 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 191'289 CHF | 100'645 CHF | 97.22% | 97.22% |
15.11.2024 | 5.04% | 0.18 CHF | 0.19 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'478 | 194'039 CHF | 101'894 CHF | 90.27% | 90.27% |
14.11.2024 | 3.14% | 0.33 CHF | 0.34 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 314'055 CHF | 129'622 CHF | 99.00% | 99.00% |
13.11.2024 | 4.02% | 0.29 CHF | 0.30 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 245'332 CHF | 102'133 CHF | 99.03% | 99.03% |
12.11.2024 | 3.85% | 0.25 CHF | 0.26 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 254'551 CHF | 105'820 CHF | 99.31% | 99.31% |
11.11.2024 | 3.57% | 0.26 CHF | 0.27 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 275'461 CHF | 114'184 CHF | 99.34% | 99.34% |
08.11.2024 | 3.39% | 0.32 CHF | 0.33 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 290'345 CHF | 120'138 CHF | 98.18% | 98.18% |
07.11.2024 | 4.09% | 0.24 CHF | 0.25 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 239'672 CHF | 99'869 CHF | 98.52% | 98.52% |