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 | 7.72% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 124'833 CHF | 53'933 CHF | 99.36% | 99.36% |
19.11.2024 | 8.01% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 414'356 | 120'210 CHF | 53'807 CHF | 96.68% | 96.68% |
18.11.2024 | 6.24% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 965'880 | 366'498 | 151'947 CHF | 60'837 CHF | 97.57% | 97.57% |
15.11.2024 | 6.01% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 979'975 | 379'975 | 158'726 CHF | 65'093 CHF | 96.52% | 96.52% |
14.11.2024 | 6.34% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 995'772 | 395'772 | 152'167 CHF | 64'385 CHF | 99.35% | 99.35% |
13.11.2024 | 6.28% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 154'361 CHF | 65'745 CHF | 99.36% | 99.36% |
12.11.2024 | 6.12% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 995'178 | 395'178 | 157'726 CHF | 66'540 CHF | 99.39% | 99.39% |
11.11.2024 | 5.85% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 966'888 | 366'888 | 160'557 CHF | 64'481 CHF | 99.32% | 99.32% |
08.11.2024 | 5.40% | 0.17 CHF | 0.18 CHF | 900'000 | 300'000 | 910'726 | 310'726 | 164'139 CHF | 59'002 CHF | 99.31% | 99.31% |
07.11.2024 | 4.10% | 0.19 CHF | 0.20 CHF | 900'000 | 300'000 | 782'258 | 260'753 | 187'122 CHF | 64'982 CHF | 98.48% | 98.48% |