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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03.12.2024 | 5.41% | 0.09 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 270'000 CHF | 285'000 CHF | 100.00% | 100.00% |
02.12.2024 | 5.43% | 0.09 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 268'932 CHF | 283'932 CHF | 100.00% | 100.00% |
29.11.2024 | 5.47% | 0.09 CHF | 0.09 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 266'795 CHF | 281'795 CHF | 100.00% | 100.00% |
28.11.2024 | 5.41% | 0.09 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 270'000 CHF | 285'000 CHF | 100.00% | 100.00% |
27.11.2024 | 5.49% | 0.09 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 265'737 CHF | 280'737 CHF | 100.00% | 100.00% |
26.11.2024 | 5.41% | 0.09 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 270'000 CHF | 285'000 CHF | 100.00% | 100.00% |
25.11.2024 | 5.41% | 0.09 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 270'000 CHF | 285'000 CHF | 100.00% | 100.00% |
22.11.2024 | 5.07% | 0.10 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 288'200 CHF | 303'200 CHF | 100.00% | 100.00% |
20.11.2024 | 4.86% | 0.11 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 301'238 CHF | 316'238 CHF | 100.00% | 100.00% |
19.11.2024 | 4.75% | 0.10 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 308'422 CHF | 323'422 CHF | 100.00% | 100.00% |