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 | 3.09% | 0.26 CHF | 0.27 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 760'308 CHF | 784'240 CHF | 100.00% | 100.00% |
19.11.2024 | 3.57% | 0.26 CHF | 0.27 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 798'655 CHF | 827'735 CHF | 100.00% | 100.00% |
18.11.2024 | 2.48% | 0.25 CHF | 0.26 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 753'862 CHF | 772'813 CHF | 98.97% | 98.97% |
15.11.2024 | 2.08% | 0.25 CHF | 0.26 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 730'299 CHF | 745'662 CHF | 100.00% | 100.00% |
14.11.2024 | 2.27% | 0.24 CHF | 0.25 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 736'384 CHF | 753'342 CHF | 100.00% | 100.00% |
13.11.2024 | 3.74% | 0.26 CHF | 0.27 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 788'644 CHF | 818'644 CHF | 99.46% | 99.46% |
12.11.2024 | 2.29% | 0.26 CHF | 0.27 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 721'466 CHF | 738'296 CHF | 100.00% | 100.00% |
11.11.2024 | 2.29% | 0.22 CHF | 0.22 CHF | 3'000'000 | 3'000'000 | 2'999'480 | 2'999'480 | 648'649 CHF | 663'649 CHF | 100.00% | 100.00% |
08.11.2024 | 2.12% | 0.24 CHF | 0.25 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 700'836 CHF | 715'836 CHF | 99.87% | 99.87% |
07.11.2024 | 2.21% | 0.22 CHF | 0.23 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 671'693 CHF | 686'693 CHF | 99.68% | 99.68% |