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 | 6.23% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 155'727 CHF | 82'864 CHF | 99.12% | 99.12% |
19.11.2024 | 6.57% | 0.16 CHF | 0.17 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 147'618 CHF | 78'809 CHF | 98.35% | 98.35% |
18.11.2024 | 6.13% | 0.16 CHF | 0.17 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 158'367 CHF | 84'183 CHF | 99.14% | 99.14% |
15.11.2024 | 6.17% | 0.16 CHF | 0.17 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 157'231 CHF | 83'616 CHF | 99.35% | 99.35% |
14.11.2024 | 7.17% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 135'278 CHF | 72'639 CHF | 97.82% | 97.82% |
13.11.2024 | 8.62% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 111'056 CHF | 60'528 CHF | 99.22% | 99.22% |
12.11.2024 | 7.59% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 127'231 CHF | 68'616 CHF | 99.58% | 99.58% |
11.11.2024 | 6.42% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 150'819 CHF | 80'410 CHF | 99.08% | 99.08% |
08.11.2024 | 6.45% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 150'240 CHF | 80'120 CHF | 99.35% | 99.35% |
07.11.2024 | 5.50% | 0.18 CHF | 0.19 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 177'227 CHF | 93'614 CHF | 98.59% | 98.59% |