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 | 500'000 | 1'000'000 | 500'000 | 167'789 CHF | 88'894 CHF | 99.41% | 99.41% |
19.11.2024 | 6.10% | 0.16 CHF | 0.17 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 158'930 CHF | 84'465 CHF | 96.75% | 96.75% |
18.11.2024 | 6.06% | 0.16 CHF | 0.17 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 160'133 CHF | 85'067 CHF | 97.76% | 97.76% |
15.11.2024 | 5.35% | 0.17 CHF | 0.18 CHF | 1'000'000 | 500'000 | 1'000'000 | 432'149 | 182'633 CHF | 82'768 CHF | 96.60% | 96.60% |
14.11.2024 | 4.48% | 0.22 CHF | 0.23 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 218'451 CHF | 91'381 CHF | 99.38% | 99.38% |
13.11.2024 | 4.91% | 0.20 CHF | 0.21 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 198'578 CHF | 83'431 CHF | 98.90% | 98.90% |
12.11.2024 | 4.88% | 0.20 CHF | 0.21 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 199'761 CHF | 83'904 CHF | 99.38% | 99.38% |
11.11.2024 | 4.48% | 0.21 CHF | 0.22 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 218'377 CHF | 91'351 CHF | 99.38% | 99.38% |
08.11.2024 | 4.10% | 0.23 CHF | 0.24 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 238'995 CHF | 99'598 CHF | 99.35% | 99.35% |
07.11.2024 | 4.09% | 0.24 CHF | 0.25 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 239'311 CHF | 99'724 CHF | 98.66% | 98.66% |