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 | 6.25% | 0.08 CHF | 0.08 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 232'660 CHF | 247'660 CHF | 100.00% | 100.00% |
19.11.2024 | 6.59% | 0.08 CHF | 0.08 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 220'427 CHF | 235'427 CHF | 100.00% | 100.00% |
18.11.2024 | 6.12% | 0.08 CHF | 0.09 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 237'555 CHF | 252'555 CHF | 97.83% | 97.83% |
15.11.2024 | 5.86% | 0.08 CHF | 0.09 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 248'864 CHF | 263'864 CHF | 100.00% | 100.00% |
14.11.2024 | 5.49% | 0.10 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 265'920 CHF | 280'920 CHF | 100.00% | 100.00% |
13.11.2024 | 5.73% | 0.09 CHF | 0.09 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 254'290 CHF | 269'290 CHF | 99.73% | 99.73% |
12.11.2024 | 5.17% | 0.09 CHF | 0.09 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 283'118 CHF | 298'118 CHF | 100.00% | 100.00% |
11.11.2024 | 4.61% | 0.11 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 317'631 CHF | 332'631 CHF | 100.00% | 100.00% |
08.11.2024 | 4.91% | 0.10 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 298'029 CHF | 313'029 CHF | 100.00% | 100.00% |
07.11.2024 | 4.44% | 0.11 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 330'772 CHF | 345'772 CHF | 99.68% | 99.68% |