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 | 5.52% | 0.08 CHF | 0.09 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 264'452 CHF | 279'452 CHF | 100.00% | 100.00% |
19.11.2024 | 6.08% | 0.09 CHF | 0.09 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 239'656 CHF | 254'656 CHF | 100.00% | 100.00% |
18.11.2024 | 5.28% | 0.09 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 276'623 CHF | 291'623 CHF | 100.00% | 100.00% |
15.11.2024 | 5.06% | 0.10 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 289'172 CHF | 304'172 CHF | 100.00% | 100.00% |
14.11.2024 | 5.02% | 0.10 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 291'671 CHF | 306'671 CHF | 100.00% | 100.00% |
13.11.2024 | 5.79% | 0.08 CHF | 0.09 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 252'490 CHF | 267'490 CHF | 100.00% | 100.00% |
12.11.2024 | 4.82% | 0.09 CHF | 0.09 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 304'441 CHF | 319'441 CHF | 100.00% | 100.00% |
11.11.2024 | 4.10% | 0.12 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 358'117 CHF | 373'117 CHF | 100.00% | 100.00% |
08.11.2024 | 4.69% | 0.10 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 312'798 CHF | 327'798 CHF | 100.00% | 100.00% |
07.11.2024 | 4.42% | 0.12 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 332'218 CHF | 347'218 CHF | 99.68% | 99.68% |