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 | 3.61% | 0.13 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 409'109 CHF | 424'109 CHF | 100.00% | 100.00% |
19.11.2024 | 3.94% | 0.13 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 374'487 CHF | 389'487 CHF | 100.00% | 100.00% |
18.11.2024 | 3.46% | 0.14 CHF | 0.15 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 425'741 CHF | 440'741 CHF | 98.97% | 98.97% |
15.11.2024 | 3.24% | 0.14 CHF | 0.15 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 455'264 CHF | 470'264 CHF | 100.00% | 100.00% |
14.11.2024 | 3.28% | 0.16 CHF | 0.16 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 450'188 CHF | 465'188 CHF | 100.00% | 100.00% |
13.11.2024 | 3.66% | 0.13 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 402'766 CHF | 417'766 CHF | 99.46% | 99.46% |
12.11.2024 | 2.92% | 0.14 CHF | 0.14 CHF | 2'961'500 | 2'961'500 | 2'961'500 | 2'961'500 | 501'485 CHF | 516'292 CHF | 100.00% | 100.00% |
11.11.2024 | 2.41% | 0.21 CHF | 0.21 CHF | 3'000'000 | 3'000'000 | 2'999'400 | 2'999'400 | 615'009 CHF | 630'009 CHF | 100.00% | 100.00% |
08.11.2024 | 2.62% | 0.18 CHF | 0.19 CHF | 2'901'000 | 2'901'000 | 2'901'000 | 2'901'000 | 547'885 CHF | 562'390 CHF | 99.87% | 99.87% |
07.11.2024 | 2.41% | 0.21 CHF | 0.22 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 616'276 CHF | 631'276 CHF | 99.68% | 99.68% |