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 | 5.69% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 170'712 CHF | 72'285 CHF | 99.36% | 99.36% |
19.11.2024 | 6.04% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 160'936 CHF | 68'374 CHF | 96.69% | 96.69% |
18.11.2024 | 5.09% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 999'718 | 399'718 | 193'556 CHF | 81'381 CHF | 97.57% | 97.57% |
15.11.2024 | 4.92% | 0.22 CHF | 0.23 CHF | 1'000'000 | 400'000 | 996'895 | 396'895 | 198'241 CHF | 82'837 CHF | 96.61% | 96.61% |
14.11.2024 | 5.10% | 0.20 CHF | 0.21 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 191'282 CHF | 80'513 CHF | 99.36% | 99.36% |
13.11.2024 | 5.12% | 0.19 CHF | 0.20 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 190'292 CHF | 80'117 CHF | 99.39% | 99.39% |
12.11.2024 | 5.04% | 0.21 CHF | 0.22 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 193'409 CHF | 81'364 CHF | 99.36% | 99.36% |
11.11.2024 | 4.77% | 0.20 CHF | 0.21 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 204'730 CHF | 85'892 CHF | 99.31% | 99.31% |
08.11.2024 | 4.52% | 0.20 CHF | 0.21 CHF | 1'000'000 | 400'000 | 968'978 | 368'978 | 209'852 CHF | 83'534 CHF | 99.32% | 99.32% |
07.11.2024 | 3.61% | 0.23 CHF | 0.24 CHF | 900'000 | 300'000 | 897'093 | 299'031 | 245'536 CHF | 84'836 CHF | 98.50% | 98.50% |