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 | 7.39% | 0.07 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 195'649 CHF | 210'649 CHF | 99.45% | 99.45% |
19.11.2024 | 7.13% | 0.07 CHF | 0.08 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 203'134 CHF | 218'134 CHF | 100.00% | 100.00% |
18.11.2024 | 7.27% | 0.07 CHF | 0.08 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 199'049 CHF | 214'049 CHF | 98.78% | 98.78% |
15.11.2024 | 7.07% | 0.07 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 205'051 CHF | 220'051 CHF | 98.67% | 98.67% |
14.11.2024 | 7.40% | 0.07 CHF | 0.08 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 195'580 CHF | 210'580 CHF | 100.00% | 100.00% |
13.11.2024 | 6.58% | 0.07 CHF | 0.08 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 220'799 CHF | 235'799 CHF | 100.00% | 100.00% |
12.11.2024 | 6.49% | 0.08 CHF | 0.08 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 223'773 CHF | 238'773 CHF | 99.81% | 99.81% |
11.11.2024 | 6.23% | 0.08 CHF | 0.08 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 233'583 CHF | 248'583 CHF | 99.74% | 99.74% |
08.11.2024 | 5.25% | 0.09 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 278'336 CHF | 293'336 CHF | 99.16% | 99.16% |
07.11.2024 | 5.21% | 0.10 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 280'886 CHF | 295'886 CHF | 99.96% | 99.96% |