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 | 3.02% | 0.29 CHF | 0.30 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 326'447 CHF | 134'579 CHF | 98.89% | 98.89% |
19.11.2024 | 3.40% | 0.35 CHF | 0.36 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 289'989 CHF | 119'996 CHF | 88.42% | 88.42% |
18.11.2024 | 3.77% | 0.26 CHF | 0.27 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 260'682 CHF | 108'273 CHF | 97.36% | 97.36% |
15.11.2024 | 3.71% | 0.24 CHF | 0.25 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 265'413 CHF | 110'165 CHF | 89.93% | 89.93% |
14.11.2024 | 2.40% | 0.43 CHF | 0.44 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 370'865 CHF | 126'622 CHF | 99.03% | 99.03% |
13.11.2024 | 2.99% | 0.39 CHF | 0.40 CHF | 900'000 | 300'000 | 983'119 | 383'119 | 325'021 CHF | 130'001 CHF | 99.04% | 99.04% |
12.11.2024 | 2.88% | 0.33 CHF | 0.34 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 341'715 CHF | 140'686 CHF | 99.29% | 99.29% |
11.11.2024 | 2.68% | 0.35 CHF | 0.36 CHF | 1'000'000 | 400'000 | 918'366 | 318'366 | 338'630 CHF | 120'372 CHF | 99.34% | 99.34% |
08.11.2024 | 2.56% | 0.42 CHF | 0.43 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 347'498 CHF | 118'833 CHF | 98.17% | 98.17% |
07.11.2024 | 3.05% | 0.33 CHF | 0.34 CHF | 1'000'000 | 400'000 | 997'007 | 397'007 | 322'230 CHF | 132'225 CHF | 98.61% | 98.61% |