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 | 9.33% | 0.06 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 153'517 CHF | 168'517 CHF | 100.00% | 100.00% |
19.11.2024 | 8.80% | 0.06 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 163'389 CHF | 178'389 CHF | 100.00% | 100.00% |
18.11.2024 | 10.53% | 0.05 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 135'000 CHF | 150'000 CHF | 100.00% | 100.00% |
15.11.2024 | 10.42% | 0.05 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 136'635 CHF | 151'635 CHF | 100.00% | 100.00% |
14.11.2024 | 9.07% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 158'210 CHF | 173'210 CHF | 100.00% | 100.00% |
13.11.2024 | 8.59% | 0.06 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 167'287 CHF | 182'287 CHF | 100.00% | 100.00% |
12.11.2024 | 9.40% | 0.06 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 152'303 CHF | 167'303 CHF | 100.00% | 100.00% |
11.11.2024 | 9.61% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 148'749 CHF | 163'749 CHF | 100.00% | 100.00% |
08.11.2024 | 8.72% | 0.06 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 164'633 CHF | 179'633 CHF | 100.00% | 100.00% |
07.11.2024 | 9.70% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 147'415 CHF | 162'415 CHF | 99.68% | 99.68% |