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 | 4.61% | 0.17 CHF | 0.18 CHF | 900'000 | 300'000 | 894'206 | 298'069 | 190'475 CHF | 66'472 CHF | 99.08% | 99.08% |
19.11.2024 | 5.79% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 907'897 | 308'986 | 153'515 CHF | 55'165 CHF | 88.40% | 88.40% |
18.11.2024 | 7.17% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 134'886 CHF | 57'955 CHF | 97.32% | 97.32% |
15.11.2024 | 6.65% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 986'311 | 386'311 | 145'635 CHF | 60'697 CHF | 91.86% | 91.86% |
14.11.2024 | 2.98% | 0.35 CHF | 0.36 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 248'348 CHF | 85'283 CHF | 99.00% | 99.00% |
13.11.2024 | 4.22% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 861'711 | 287'237 | 200'893 CHF | 69'837 CHF | 98.72% | 98.72% |
12.11.2024 | 3.93% | 0.23 CHF | 0.24 CHF | 900'000 | 300'000 | 755'304 | 251'768 | 188'652 CHF | 65'402 CHF | 99.29% | 99.29% |
11.11.2024 | 3.45% | 0.26 CHF | 0.27 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 214'391 CHF | 73'964 CHF | 99.33% | 99.33% |
08.11.2024 | 3.25% | 0.35 CHF | 0.36 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 228'294 CHF | 78'598 CHF | 98.17% | 98.17% |
07.11.2024 | 4.39% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 803'162 | 267'721 | 179'046 CHF | 62'359 CHF | 97.33% | 97.33% |