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 | 7.00% | 0.07 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 206'965 CHF | 221'965 CHF | 100.00% | 100.00% |
19.11.2024 | 7.62% | 0.07 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 190'059 CHF | 205'059 CHF | 100.00% | 100.00% |
18.11.2024 | 6.65% | 0.08 CHF | 0.08 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 218'477 CHF | 233'477 CHF | 100.00% | 100.00% |
15.11.2024 | 6.40% | 0.08 CHF | 0.08 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 227'190 CHF | 242'190 CHF | 100.00% | 100.00% |
14.11.2024 | 6.34% | 0.08 CHF | 0.09 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 229'316 CHF | 244'316 CHF | 100.00% | 100.00% |
13.11.2024 | 7.25% | 0.07 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 199'870 CHF | 214'870 CHF | 100.00% | 100.00% |
12.11.2024 | 6.08% | 0.07 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 240'155 CHF | 255'155 CHF | 100.00% | 100.00% |
11.11.2024 | 5.15% | 0.10 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 284'116 CHF | 299'116 CHF | 100.00% | 100.00% |
08.11.2024 | 5.93% | 0.08 CHF | 0.09 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 245'936 CHF | 260'936 CHF | 100.00% | 100.00% |
07.11.2024 | 5.57% | 0.09 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 261'939 CHF | 276'939 CHF | 99.68% | 99.68% |