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 | 6.88% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 140'454 CHF | 75'227 CHF | 99.11% | 99.11% |
19.11.2024 | 7.27% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 132'722 CHF | 71'361 CHF | 98.74% | 98.74% |
18.11.2024 | 6.85% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 140'976 CHF | 75'488 CHF | 99.02% | 99.02% |
15.11.2024 | 6.95% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 139'079 CHF | 74'539 CHF | 99.66% | 99.66% |
14.11.2024 | 8.03% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 120'022 CHF | 65'011 CHF | 97.57% | 97.57% |
13.11.2024 | 9.46% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 100'829 CHF | 55'415 CHF | 99.34% | 99.34% |
12.11.2024 | 8.22% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 116'982 CHF | 63'491 CHF | 93.10% | 93.10% |
11.11.2024 | 7.15% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 134'976 CHF | 72'488 CHF | 99.06% | 99.06% |
08.11.2024 | 7.12% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 135'646 CHF | 72'823 CHF | 99.15% | 99.15% |
07.11.2024 | 6.12% | 0.16 CHF | 0.17 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 158'600 CHF | 84'300 CHF | 98.60% | 98.60% |