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 | 5.79% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 968'256 | 368'256 | 162'530 CHF | 65'291 CHF | 97.07% | 97.07% |
19.11.2024 | 5.57% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 922'028 | 322'028 | 161'083 CHF | 59'411 CHF | 96.19% | 96.19% |
18.11.2024 | 5.30% | 0.19 CHF | 0.20 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 165'552 CHF | 58'184 CHF | 92.37% | 92.37% |
15.11.2024 | 4.98% | 0.19 CHF | 0.20 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 176'390 CHF | 61'797 CHF | 93.11% | 93.11% |
14.11.2024 | 5.22% | 0.20 CHF | 0.21 CHF | 900'000 | 300'000 | 901'896 | 301'896 | 168'927 CHF | 59'543 CHF | 98.72% | 98.72% |
13.11.2024 | 5.93% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 163'690 CHF | 69'476 CHF | 94.95% | 94.95% |
12.11.2024 | 5.44% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 910'724 | 310'724 | 162'992 CHF | 58'653 CHF | 98.90% | 98.90% |
11.11.2024 | 4.88% | 0.20 CHF | 0.21 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 179'981 CHF | 62'994 CHF | 92.92% | 92.92% |
08.11.2024 | 4.93% | 0.20 CHF | 0.21 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 178'159 CHF | 62'386 CHF | 97.06% | 97.06% |
07.11.2024 | 4.76% | 0.21 CHF | 0.22 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 184'583 CHF | 64'528 CHF | 98.83% | 98.83% |