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 | 4.99% | 0.10 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 293'222 CHF | 308'222 CHF | 100.00% | 100.00% |
19.11.2024 | 4.91% | 0.10 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 298'009 CHF | 313'009 CHF | 100.00% | 100.00% |
18.11.2024 | 4.88% | 0.10 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 300'000 CHF | 315'000 CHF | 99.58% | 99.58% |
15.11.2024 | 4.88% | 0.10 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 300'013 CHF | 315'013 CHF | 100.00% | 100.00% |
14.11.2024 | 4.86% | 0.10 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 301'179 CHF | 316'179 CHF | 100.00% | 100.00% |
13.11.2024 | 4.69% | 0.11 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 312'266 CHF | 327'266 CHF | 100.00% | 100.00% |
12.11.2024 | 4.81% | 0.11 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 304'788 CHF | 319'788 CHF | 100.00% | 100.00% |
11.11.2024 | 5.03% | 0.10 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 290'682 CHF | 305'682 CHF | 100.00% | 100.00% |
08.11.2024 | 4.90% | 0.10 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 298'897 CHF | 313'897 CHF | 100.00% | 100.00% |
07.11.2024 | 5.13% | 0.10 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 285'000 CHF | 300'000 CHF | 99.68% | 99.68% |