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 | 12.53% | 0.04 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 2'999'520 | 112'641 CHF | 127'622 CHF | 100.00% | 100.00% |
02.12.2024 | 14.61% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 95'691 CHF | 110'691 CHF | 100.00% | 100.00% |
29.11.2024 | 13.33% | 0.04 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 105'021 CHF | 120'021 CHF | 100.00% | 100.00% |
28.11.2024 | 15.49% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 89'433 CHF | 104'433 CHF | 100.00% | 100.00% |
27.11.2024 | 13.65% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 102'690 CHF | 117'690 CHF | 99.47% | 99.47% |
26.11.2024 | 13.59% | 0.04 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 103'097 CHF | 118'097 CHF | 99.79% | 99.79% |
25.11.2024 | 12.81% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'999'780 | 2'999'780 | 110'856 CHF | 125'856 CHF | 100.00% | 100.00% |
22.11.2024 | 10.49% | 0.05 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 135'662 CHF | 150'662 CHF | 100.00% | 100.00% |
20.11.2024 | 11.33% | 0.05 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 125'302 CHF | 140'302 CHF | 100.00% | 100.00% |
19.11.2024 | 10.08% | 0.05 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 141'692 CHF | 156'692 CHF | 98.77% | 98.77% |