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 | 5.18% | 0.09 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 282'352 CHF | 297'352 CHF | 100.00% | 100.00% |
19.11.2024 | 5.13% | 0.10 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 2'999'960 | 2'999'960 | 284'996 CHF | 299'996 CHF | 98.78% | 98.78% |
18.11.2024 | 4.91% | 0.10 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 297'906 CHF | 312'906 CHF | 100.00% | 100.00% |
15.11.2024 | 4.65% | 0.11 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 315'000 CHF | 330'000 CHF | 100.00% | 100.00% |
14.11.2024 | 4.60% | 0.11 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 318'719 CHF | 333'719 CHF | 99.79% | 99.79% |
13.11.2024 | 5.06% | 0.10 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 288'919 CHF | 303'919 CHF | 100.00% | 100.00% |
12.11.2024 | 4.96% | 0.10 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 295'270 CHF | 310'270 CHF | 100.00% | 100.00% |
11.11.2024 | 5.31% | 0.10 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 274'976 CHF | 289'976 CHF | 100.00% | 100.00% |
08.11.2024 | 5.71% | 0.09 CHF | 0.09 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 255'000 CHF | 270'000 CHF | 100.00% | 100.00% |
07.11.2024 | 5.53% | 0.09 CHF | 0.09 CHF | 3'000'000 | 3'000'000 | 2'999'960 | 2'999'960 | 264'091 CHF | 279'091 CHF | 99.90% | 99.90% |