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 | 5.05% | 0.18 CHF | 0.19 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 193'372 CHF | 81'349 CHF | 99.37% | 99.37% |
19.11.2024 | 4.81% | 0.20 CHF | 0.21 CHF | 1'000'000 | 400'000 | 986'838 | 386'838 | 200'528 CHF | 82'272 CHF | 96.70% | 96.70% |
18.11.2024 | 4.24% | 0.23 CHF | 0.24 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 207'803 CHF | 72'268 CHF | 97.50% | 97.50% |
15.11.2024 | 4.40% | 0.23 CHF | 0.24 CHF | 900'000 | 300'000 | 908'048 | 307'917 | 202'093 CHF | 71'534 CHF | 96.13% | 96.13% |
14.11.2024 | 4.70% | 0.21 CHF | 0.22 CHF | 1'000'000 | 400'000 | 997'280 | 397'241 | 207'137 CHF | 86'460 CHF | 99.27% | 99.27% |
13.11.2024 | 4.85% | 0.20 CHF | 0.21 CHF | 1'000'000 | 400'000 | 999'117 | 399'117 | 201'442 CHF | 84'457 CHF | 98.75% | 98.75% |
12.11.2024 | 4.60% | 0.20 CHF | 0.21 CHF | 1'000'000 | 400'000 | 937'094 | 337'094 | 198'972 CHF | 74'796 CHF | 99.33% | 99.33% |
11.11.2024 | 4.30% | 0.23 CHF | 0.24 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 204'902 CHF | 71'301 CHF | 99.37% | 99.37% |
08.11.2024 | 4.83% | 0.20 CHF | 0.21 CHF | 1'000'000 | 400'000 | 999'760 | 399'738 | 202'160 CHF | 84'827 CHF | 98.24% | 98.24% |
07.11.2024 | 4.39% | 0.20 CHF | 0.21 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 201'101 CHF | 70'034 CHF | 98.70% | 98.70% |