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 | 5.41% | 0.18 CHF | 0.19 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 179'927 CHF | 189'927 CHF | 100.00% | 100.00% |
02.12.2024 | 5.65% | 0.18 CHF | 0.19 CHF | 1'000'000 | 1'000'000 | 999'438 | 999'438 | 171'902 CHF | 181'896 CHF | 100.00% | 100.00% |
29.11.2024 | 5.71% | 0.17 CHF | 0.18 CHF | 1'000'000 | 1'000'000 | 999'931 | 999'931 | 170'069 CHF | 180'069 CHF | 100.00% | 100.00% |
28.11.2024 | 5.46% | 0.17 CHF | 0.18 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 178'215 CHF | 188'215 CHF | 100.00% | 100.00% |
27.11.2024 | 5.68% | 0.17 CHF | 0.18 CHF | 1'000'000 | 1'000'000 | 999'416 | 999'416 | 171'076 CHF | 181'070 CHF | 100.00% | 100.00% |
26.11.2024 | 5.40% | 0.18 CHF | 0.19 CHF | 1'000'000 | 1'000'000 | 999'893 | 999'893 | 180'205 CHF | 190'204 CHF | 100.00% | 100.00% |
25.11.2024 | 5.41% | 0.18 CHF | 0.19 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 180'000 CHF | 190'000 CHF | 100.00% | 100.00% |
22.11.2024 | 4.87% | 0.20 CHF | 0.21 CHF | 1'000'000 | 1'000'000 | 998'043 | 998'043 | 199'907 CHF | 209'888 CHF | 98.07% | 98.07% |
20.11.2024 | 4.49% | 0.22 CHF | 0.23 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 217'783 CHF | 227'783 CHF | 100.00% | 100.00% |
19.11.2024 | 4.43% | 0.22 CHF | 0.23 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 221'030 CHF | 231'030 CHF | 100.00% | 100.00% |