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 | 8.15% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 417'964 | 117'831 CHF | 53'288 CHF | 99.41% | 99.41% |
19.11.2024 | 8.84% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 497'162 | 108'217 CHF | 58'763 CHF | 96.78% | 96.78% |
18.11.2024 | 8.67% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 491'215 | 110'420 CHF | 59'114 CHF | 97.78% | 97.78% |
15.11.2024 | 6.99% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 407'800 | 139'804 CHF | 60'821 CHF | 96.53% | 96.53% |
14.11.2024 | 5.33% | 0.18 CHF | 0.19 CHF | 1'000'000 | 400'000 | 914'473 | 314'473 | 167'017 CHF | 60'467 CHF | 99.35% | 99.35% |
13.11.2024 | 6.11% | 0.16 CHF | 0.17 CHF | 1'000'000 | 340'000 | 1'000'000 | 399'899 | 158'619 CHF | 67'431 CHF | 98.97% | 98.97% |
12.11.2024 | 6.06% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 159'938 CHF | 67'975 CHF | 99.38% | 99.38% |
11.11.2024 | 5.33% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 905'841 | 305'841 | 165'403 CHF | 58'854 CHF | 99.37% | 99.37% |
08.11.2024 | 4.81% | 0.19 CHF | 0.20 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 182'655 CHF | 63'885 CHF | 99.34% | 99.34% |
07.11.2024 | 4.70% | 0.21 CHF | 0.22 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 187'088 CHF | 65'363 CHF | 98.62% | 98.62% |