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 | 11.77% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 119'936 CHF | 134'936 CHF | 99.44% | 99.44% |
19.11.2024 | 11.37% | 0.05 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 124'734 CHF | 139'734 CHF | 100.00% | 100.00% |
18.11.2024 | 11.76% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 120'000 CHF | 135'000 CHF | 98.77% | 98.77% |
15.11.2024 | 11.35% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 125'022 CHF | 140'022 CHF | 98.67% | 98.67% |
14.11.2024 | 11.88% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 118'994 CHF | 133'994 CHF | 100.00% | 100.00% |
13.11.2024 | 10.13% | 0.05 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 140'998 CHF | 155'998 CHF | 100.00% | 100.00% |
12.11.2024 | 10.27% | 0.05 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 138'771 CHF | 153'771 CHF | 99.80% | 99.80% |
11.11.2024 | 9.23% | 0.05 CHF | 0.06 CHF | 3'000'000 | 2'860'000 | 3'000'000 | 2'946'030 | 155'259 CHF | 167'291 CHF | 99.73% | 99.73% |
08.11.2024 | 7.43% | 0.06 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 194'485 CHF | 209'485 CHF | 99.15% | 99.15% |
07.11.2024 | 7.25% | 0.07 CHF | 0.08 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 199'681 CHF | 214'681 CHF | 99.96% | 99.96% |