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 | 6.38% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 458'296 | 152'059 CHF | 73'996 CHF | 97.24% | 97.24% |
19.11.2024 | 6.08% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 159'424 CHF | 67'770 CHF | 95.74% | 95.74% |
18.11.2024 | 5.93% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 163'896 CHF | 69'558 CHF | 92.38% | 92.38% |
15.11.2024 | 5.68% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 171'222 CHF | 72'489 CHF | 93.23% | 93.23% |
14.11.2024 | 5.83% | 0.18 CHF | 0.19 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 166'980 CHF | 70'792 CHF | 98.80% | 98.80% |
13.11.2024 | 6.45% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 488'506 | 150'000 CHF | 78'161 CHF | 94.99% | 94.99% |
12.11.2024 | 5.97% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 402'955 | 162'666 CHF | 69'539 CHF | 98.91% | 98.91% |
11.11.2024 | 5.50% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 177'011 CHF | 74'804 CHF | 92.92% | 92.92% |
08.11.2024 | 5.52% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 176'227 CHF | 74'491 CHF | 97.07% | 97.07% |
07.11.2024 | 5.34% | 0.18 CHF | 0.19 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 182'529 CHF | 77'011 CHF | 98.82% | 98.82% |