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 | 5.83% | 0.22 CHF | 0.23 CHF | 900'000 | 300'000 | 982'972 | 382'972 | 164'363 CHF | 67'534 CHF | 98.89% | 98.89% |
19.11.2024 | 4.97% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 909'001 | 309'001 | 179'179 CHF | 63'785 CHF | 88.38% | 88.38% |
18.11.2024 | 3.68% | 0.26 CHF | 0.27 CHF | 900'000 | 300'000 | 893'210 | 297'737 | 238'552 CHF | 82'495 CHF | 97.17% | 97.17% |
15.11.2024 | 3.96% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 877'737 | 292'924 | 218'011 CHF | 75'669 CHF | 89.66% | 89.66% |
14.11.2024 | 8.84% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 108'804 CHF | 59'402 CHF | 99.01% | 99.01% |
13.11.2024 | 6.18% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 415'895 | 158'879 CHF | 69'686 CHF | 99.05% | 99.05% |
12.11.2024 | 6.38% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 151'755 CHF | 64'702 CHF | 99.32% | 99.32% |
11.11.2024 | 7.68% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 1'000'000 | 454'076 | 126'147 CHF | 61'366 CHF | 99.34% | 99.34% |
08.11.2024 | 9.09% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 495'189 | 106'040 CHF | 57'395 CHF | 98.17% | 98.17% |
07.11.2024 | 6.21% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 156'801 CHF | 66'720 CHF | 98.63% | 98.63% |