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 | 7.01% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 137'873 CHF | 73'937 CHF | 99.42% | 99.42% |
19.11.2024 | 7.48% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 128'745 CHF | 69'372 CHF | 96.72% | 96.72% |
18.11.2024 | 7.41% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 129'997 CHF | 69'999 CHF | 97.67% | 97.67% |
15.11.2024 | 6.60% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 147'335 CHF | 78'668 CHF | 96.54% | 96.54% |
14.11.2024 | 5.34% | 0.18 CHF | 0.19 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 182'470 CHF | 76'988 CHF | 99.40% | 99.40% |
13.11.2024 | 5.99% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 1'000'000 | 410'001 | 162'097 CHF | 70'536 CHF | 98.89% | 98.89% |
12.11.2024 | 6.02% | 0.16 CHF | 0.17 CHF | 1'000'000 | 500'000 | 1'000'000 | 405'338 | 161'256 CHF | 69'410 CHF | 99.37% | 99.37% |
11.11.2024 | 5.28% | 0.18 CHF | 0.19 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 184'552 CHF | 77'821 CHF | 99.37% | 99.37% |
08.11.2024 | 4.83% | 0.19 CHF | 0.20 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 202'338 CHF | 84'935 CHF | 99.34% | 99.34% |
07.11.2024 | 4.70% | 0.20 CHF | 0.21 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 208'041 CHF | 87'216 CHF | 98.63% | 98.63% |