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 | 5.36% | 0.20 CHF | 0.21 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 182'626 CHF | 19'263 CHF | 99.38% | 99.38% |
19.11.2024 | 5.08% | 0.19 CHF | 0.20 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 192'461 CHF | 20'246 CHF | 99.37% | 99.37% |
18.11.2024 | 6.05% | 0.21 CHF | 0.22 CHF | 1'000'000 | 100'000 | 1'000'000 | 110'368 | 163'020 CHF | 18'879 CHF | 99.37% | 99.37% |
15.11.2024 | 8.03% | 0.14 CHF | 0.15 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 120'167 CHF | 19'525 CHF | 99.34% | 99.34% |
14.11.2024 | 10.38% | 0.10 CHF | 0.11 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 91'423 CHF | 15'214 CHF | 99.37% | 99.37% |
13.11.2024 | 9.59% | 0.10 CHF | 0.11 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 99'624 CHF | 16'444 CHF | 99.38% | 99.38% |
12.11.2024 | 9.10% | 0.11 CHF | 0.12 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 105'584 CHF | 17'338 CHF | 99.15% | 99.15% |
11.11.2024 | 9.60% | 0.10 CHF | 0.11 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 99'528 CHF | 16'429 CHF | 99.13% | 99.13% |
08.11.2024 | 9.49% | 0.10 CHF | 0.11 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 100'440 CHF | 16'566 CHF | 99.38% | 99.38% |
07.11.2024 | 9.78% | 0.10 CHF | 0.11 CHF | 1'000'000 | 150'000 | 1'000'000 | 151'103 | 97'440 CHF | 16'226 CHF | 98.56% | 98.56% |