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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 8.79% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 108'806 CHF | 47'523 CHF | 95.14% | 95.14% |
20.11.2024 | 8.25% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 116'879 CHF | 50'752 CHF | 96.83% | 96.83% |
19.11.2024 | 7.86% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 997'396 | 397'396 | 121'954 CHF | 52'537 CHF | 96.18% | 96.18% |
18.11.2024 | 7.32% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 993'110 | 393'110 | 130'677 CHF | 55'623 CHF | 92.42% | 92.42% |
15.11.2024 | 6.77% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 903'093 | 303'093 | 128'902 CHF | 46'270 CHF | 93.20% | 93.20% |
14.11.2024 | 7.17% | 0.15 CHF | 0.16 CHF | 900'000 | 300'000 | 943'544 | 343'544 | 127'176 CHF | 49'460 CHF | 98.82% | 98.82% |
13.11.2024 | 8.58% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 111'729 CHF | 48'691 CHF | 94.95% | 94.95% |
12.11.2024 | 7.58% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 999'436 | 399'436 | 127'123 CHF | 54'796 CHF | 98.91% | 98.91% |
11.11.2024 | 6.54% | 0.14 CHF | 0.15 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 133'165 CHF | 47'388 CHF | 92.91% | 92.91% |
08.11.2024 | 6.60% | 0.14 CHF | 0.15 CHF | 900'000 | 300'000 | 903'617 | 303'617 | 132'478 CHF | 47'533 CHF | 97.07% | 97.07% |