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 | 2.60% | 0.20 CHF | 0.20 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 568'960 CHF | 583'960 CHF | 100.00% | 100.00% |
19.11.2024 | 2.54% | 0.20 CHF | 0.20 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 583'930 CHF | 598'930 CHF | 100.00% | 100.00% |
18.11.2024 | 2.64% | 0.19 CHF | 0.19 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 561'357 CHF | 576'357 CHF | 100.00% | 100.00% |
15.11.2024 | 2.66% | 0.19 CHF | 0.19 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 555'639 CHF | 570'639 CHF | 100.00% | 100.00% |
14.11.2024 | 2.66% | 0.19 CHF | 0.19 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 555'480 CHF | 570'480 CHF | 100.00% | 100.00% |
13.11.2024 | 2.55% | 0.20 CHF | 0.20 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 581'108 CHF | 596'108 CHF | 100.00% | 100.00% |
12.11.2024 | 2.66% | 0.20 CHF | 0.20 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 556'718 CHF | 571'718 CHF | 100.00% | 100.00% |
11.11.2024 | 2.79% | 0.18 CHF | 0.18 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 529'606 CHF | 544'606 CHF | 100.00% | 100.00% |
08.11.2024 | 2.65% | 0.19 CHF | 0.19 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 557'712 CHF | 572'712 CHF | 100.00% | 100.00% |
07.11.2024 | 2.68% | 0.18 CHF | 0.19 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 551'594 CHF | 566'594 CHF | 99.67% | 99.67% |