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 | 9.37% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 417'371 | 101'830 CHF | 46'643 CHF | 98.63% | 98.63% |
19.11.2024 | 8.81% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 402'941 | 108'620 CHF | 47'771 CHF | 88.42% | 88.42% |
18.11.2024 | 7.59% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 126'967 CHF | 54'787 CHF | 97.19% | 97.19% |
15.11.2024 | 7.52% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 401'651 | 128'984 CHF | 55'775 CHF | 91.64% | 91.64% |
14.11.2024 | 6.47% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 931'068 | 331'068 | 139'171 CHF | 52'748 CHF | 99.01% | 99.01% |
13.11.2024 | 6.60% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 964'401 | 364'401 | 141'352 CHF | 56'981 CHF | 98.94% | 98.94% |
12.11.2024 | 5.97% | 0.15 CHF | 0.16 CHF | 900'000 | 300'000 | 900'340 | 300'340 | 146'669 CHF | 51'925 CHF | 99.32% | 99.32% |
11.11.2024 | 5.18% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 169'371 CHF | 59'457 CHF | 99.32% | 99.32% |
08.11.2024 | 5.41% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 161'807 CHF | 56'936 CHF | 98.11% | 98.11% |
07.11.2024 | 4.58% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 160'316 CHF | 55'939 CHF | 98.58% | 98.58% |