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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03.12.2024 | 2.87% | 0.17 CHF | 0.17 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 514'895 CHF | 529'895 CHF | 100.00% | 100.00% |
02.12.2024 | 2.76% | 0.18 CHF | 0.18 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 536'121 CHF | 551'121 CHF | 100.00% | 100.00% |
29.11.2024 | 2.79% | 0.18 CHF | 0.19 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 530'494 CHF | 545'494 CHF | 100.00% | 100.00% |
28.11.2024 | 2.84% | 0.18 CHF | 0.18 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 519'989 CHF | 534'989 CHF | 100.00% | 100.00% |
27.11.2024 | 2.77% | 0.18 CHF | 0.19 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 533'909 CHF | 548'909 CHF | 100.00% | 100.00% |
26.11.2024 | 2.98% | 0.16 CHF | 0.17 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 497'240 CHF | 512'240 CHF | 100.00% | 100.00% |
25.11.2024 | 2.97% | 0.17 CHF | 0.18 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 498'418 CHF | 513'418 CHF | 100.00% | 100.00% |
22.11.2024 | 3.75% | 0.14 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 393'033 CHF | 408'033 CHF | 100.00% | 100.00% |
20.11.2024 | 4.51% | 0.10 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 325'468 CHF | 340'468 CHF | 100.00% | 100.00% |
19.11.2024 | 4.86% | 0.11 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 302'005 CHF | 317'005 CHF | 100.00% | 100.00% |