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 | 8.20% | 0.06 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 175'670 CHF | 190'670 CHF | 100.00% | 100.00% |
19.11.2024 | 9.01% | 0.06 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 159'636 CHF | 174'636 CHF | 100.00% | 100.00% |
18.11.2024 | 7.88% | 0.07 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 2'999'990 | 2'999'990 | 182'998 CHF | 197'998 CHF | 99.05% | 99.05% |
15.11.2024 | 7.21% | 0.07 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 200'731 CHF | 215'731 CHF | 100.00% | 100.00% |
14.11.2024 | 7.24% | 0.07 CHF | 0.08 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 200'166 CHF | 215'166 CHF | 99.08% | 99.08% |
13.11.2024 | 8.48% | 0.06 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 169'757 CHF | 184'757 CHF | 100.00% | 100.00% |
12.11.2024 | 6.99% | 0.06 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 207'701 CHF | 222'701 CHF | 100.00% | 100.00% |
11.11.2024 | 6.02% | 0.08 CHF | 0.09 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 241'574 CHF | 256'574 CHF | 100.00% | 100.00% |
08.11.2024 | 6.57% | 0.07 CHF | 0.08 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 221'218 CHF | 236'218 CHF | 100.00% | 100.00% |
07.11.2024 | 6.05% | 0.09 CHF | 0.09 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 240'525 CHF | 255'525 CHF | 99.68% | 99.68% |