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 | 48.28% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 15'763 CHF | 25'763 CHF | 100.00% | 100.00% |
19.11.2024 | 52.29% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 14'137 CHF | 24'137 CHF | 100.00% | 100.00% |
18.11.2024 | 47.62% | 0.02 CHF | 0.03 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 16'000 CHF | 26'000 CHF | 100.00% | 100.00% |
15.11.2024 | 49.56% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 15'224 CHF | 25'224 CHF | 100.00% | 100.00% |
14.11.2024 | 47.62% | 0.02 CHF | 0.03 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 16'000 CHF | 26'000 CHF | 100.00% | 100.00% |
13.11.2024 | 47.34% | 0.02 CHF | 0.03 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 16'154 CHF | 26'154 CHF | 100.00% | 100.00% |
12.11.2024 | 43.68% | 0.02 CHF | 0.03 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 17'904 CHF | 27'904 CHF | 99.85% | 99.85% |
11.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 20'000 CHF | 30'000 CHF | 99.69% | 99.69% |
08.11.2024 | 43.73% | 0.02 CHF | 0.03 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 17'878 CHF | 27'878 CHF | 100.00% | 100.00% |
07.11.2024 | 43.52% | 0.02 CHF | 0.03 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 17'984 CHF | 27'984 CHF | 100.00% | 100.00% |