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 | 3.16% | 0.17 CHF | 0.17 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 467'427 CHF | 482'427 CHF | 100.00% | 100.00% |
19.11.2024 | 2.94% | 0.17 CHF | 0.17 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 504'476 CHF | 519'476 CHF | 100.00% | 100.00% |
18.11.2024 | 3.24% | 0.15 CHF | 0.16 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 455'164 CHF | 470'164 CHF | 98.97% | 98.97% |
15.11.2024 | 3.43% | 0.15 CHF | 0.16 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 430'475 CHF | 445'475 CHF | 100.00% | 100.00% |
14.11.2024 | 3.37% | 0.14 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 438'355 CHF | 453'355 CHF | 100.00% | 100.00% |
13.11.2024 | 2.96% | 0.17 CHF | 0.18 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 499'517 CHF | 514'517 CHF | 99.46% | 99.46% |
12.11.2024 | 3.44% | 0.17 CHF | 0.17 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 429'700 CHF | 444'700 CHF | 100.00% | 100.00% |
11.11.2024 | 4.02% | 0.12 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 2'999'390 | 2'999'390 | 365'476 CHF | 380'476 CHF | 100.00% | 100.00% |
08.11.2024 | 3.57% | 0.14 CHF | 0.15 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 413'766 CHF | 428'766 CHF | 99.87% | 99.87% |
07.11.2024 | 3.80% | 0.13 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 388'110 CHF | 403'110 CHF | 99.68% | 99.68% |