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 | 7.00% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 907'904 | 307'904 | 125'402 CHF | 45'556 CHF | 93.23% | 93.23% |
19.11.2024 | 7.06% | 0.14 CHF | 0.15 CHF | 900'000 | 300'000 | 903'997 | 303'997 | 123'792 CHF | 44'650 CHF | 96.98% | 96.98% |
18.11.2024 | 6.15% | 0.15 CHF | 0.16 CHF | 900'000 | 300'000 | 899'523 | 299'841 | 141'830 CHF | 50'275 CHF | 98.21% | 98.21% |
15.11.2024 | 6.46% | 0.16 CHF | 0.17 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 135'159 CHF | 48'053 CHF | 94.25% | 94.25% |
14.11.2024 | 6.87% | 0.15 CHF | 0.16 CHF | 900'000 | 300'000 | 904'685 | 304'685 | 127'538 CHF | 45'950 CHF | 95.54% | 95.54% |
13.11.2024 | 7.59% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 962'272 | 362'272 | 122'012 CHF | 49'485 CHF | 97.71% | 97.71% |
12.11.2024 | 7.90% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 121'899 CHF | 52'760 CHF | 96.59% | 96.59% |
11.11.2024 | 6.81% | 0.13 CHF | 0.14 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 127'878 CHF | 45'626 CHF | 93.56% | 93.56% |
08.11.2024 | 7.50% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 981'264 | 381'264 | 126'040 CHF | 52'709 CHF | 95.70% | 95.70% |
07.11.2024 | 7.28% | 0.13 CHF | 0.14 CHF | 900'000 | 300'000 | 935'636 | 335'636 | 123'974 CHF | 47'678 CHF | 96.20% | 96.20% |