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 | 1.85% | 0.52 CHF | 0.53 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'611'050 CHF | 1'641'050 CHF | 100.00% | 100.00% |
19.11.2024 | 1.93% | 0.52 CHF | 0.53 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'539'690 CHF | 1'569'690 CHF | 100.00% | 100.00% |
18.11.2024 | 1.81% | 0.55 CHF | 0.56 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'644'970 CHF | 1'674'970 CHF | 100.00% | 100.00% |
15.11.2024 | 1.76% | 0.55 CHF | 0.56 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'687'590 CHF | 1'717'590 CHF | 100.00% | 100.00% |
14.11.2024 | 1.76% | 0.57 CHF | 0.58 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'689'960 CHF | 1'719'960 CHF | 100.00% | 100.00% |
13.11.2024 | 1.89% | 0.52 CHF | 0.53 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'574'010 CHF | 1'604'010 CHF | 100.00% | 100.00% |
12.11.2024 | 1.74% | 0.53 CHF | 0.54 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'708'220 CHF | 1'738'220 CHF | 100.00% | 100.00% |
11.11.2024 | 1.62% | 0.61 CHF | 0.62 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'841'300 CHF | 1'871'300 CHF | 100.00% | 100.00% |
08.11.2024 | 1.73% | 0.57 CHF | 0.58 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'721'270 CHF | 1'751'270 CHF | 100.00% | 100.00% |
07.11.2024 | 1.68% | 0.60 CHF | 0.61 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'774'260 CHF | 1'804'260 CHF | 99.67% | 99.67% |