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 | 9.47% | 0.06 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 151'026 CHF | 166'026 CHF | 100.00% | 100.00% |
19.11.2024 | 8.85% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 162'220 CHF | 177'220 CHF | 100.00% | 100.00% |
18.11.2024 | 9.52% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 150'000 CHF | 165'000 CHF | 98.93% | 98.93% |
15.11.2024 | 9.86% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 145'002 CHF | 160'002 CHF | 100.00% | 100.00% |
14.11.2024 | 9.81% | 0.05 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 145'676 CHF | 160'676 CHF | 100.00% | 100.00% |
13.11.2024 | 9.09% | 0.06 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 157'768 CHF | 172'768 CHF | 99.46% | 99.46% |
12.11.2024 | 10.31% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 138'234 CHF | 153'234 CHF | 100.00% | 100.00% |
11.11.2024 | 11.05% | 0.05 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'999'390 | 2'999'390 | 128'625 CHF | 143'625 CHF | 100.00% | 100.00% |
08.11.2024 | 10.53% | 0.05 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 135'013 CHF | 150'013 CHF | 99.87% | 99.87% |
07.11.2024 | 10.58% | 0.05 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 134'314 CHF | 149'314 CHF | 99.68% | 99.68% |