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 | 4.81% | 0.10 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 304'586 CHF | 319'586 CHF | 100.00% | 100.00% |
19.11.2024 | 5.10% | 0.10 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 286'976 CHF | 301'976 CHF | 100.00% | 100.00% |
18.11.2024 | 4.69% | 0.11 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 312'127 CHF | 327'127 CHF | 98.96% | 98.96% |
15.11.2024 | 4.48% | 0.11 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 327'190 CHF | 342'190 CHF | 100.00% | 100.00% |
14.11.2024 | 4.54% | 0.11 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 323'402 CHF | 338'402 CHF | 100.00% | 100.00% |
13.11.2024 | 4.88% | 0.10 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 300'361 CHF | 315'361 CHF | 99.46% | 99.46% |
12.11.2024 | 4.28% | 0.10 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 343'868 CHF | 358'868 CHF | 100.00% | 100.00% |
11.11.2024 | 3.78% | 0.13 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 2'999'410 | 2'999'410 | 389'677 CHF | 404'677 CHF | 100.00% | 100.00% |
08.11.2024 | 4.00% | 0.12 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 367'555 CHF | 382'555 CHF | 99.87% | 99.87% |
07.11.2024 | 3.78% | 0.13 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 389'044 CHF | 404'044 CHF | 99.67% | 99.67% |