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 | 4.65% | 0.11 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 315'000 CHF | 330'000 CHF | 100.00% | 100.00% |
02.12.2024 | 4.40% | 0.11 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 333'197 CHF | 348'197 CHF | 100.00% | 100.00% |
29.11.2024 | 4.26% | 0.11 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 344'565 CHF | 359'565 CHF | 100.00% | 100.00% |
28.11.2024 | 4.26% | 0.12 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 345'000 CHF | 360'000 CHF | 100.00% | 100.00% |
27.11.2024 | 4.10% | 0.12 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 358'679 CHF | 373'679 CHF | 100.00% | 100.00% |
26.11.2024 | 4.26% | 0.12 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 344'724 CHF | 359'724 CHF | 100.00% | 100.00% |
25.11.2024 | 4.44% | 0.11 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 330'294 CHF | 345'294 CHF | 100.00% | 100.00% |
22.11.2024 | 4.26% | 0.12 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 344'329 CHF | 359'329 CHF | 100.00% | 100.00% |
20.11.2024 | 4.23% | 0.12 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 347'279 CHF | 362'279 CHF | 100.00% | 100.00% |
19.11.2024 | 4.11% | 0.12 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 357'619 CHF | 372'619 CHF | 100.00% | 100.00% |