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 | 22.58% | 0.05 CHF | 0.06 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 39'623 CHF | 49'623 CHF | 99.42% | 99.42% |
19.11.2024 | 24.13% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 36'739 CHF | 46'739 CHF | 100.00% | 100.00% |
18.11.2024 | 22.49% | 0.04 CHF | 0.05 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 39'624 CHF | 49'624 CHF | 99.26% | 99.26% |
15.11.2024 | 23.03% | 0.04 CHF | 0.05 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 38'730 CHF | 48'730 CHF | 98.67% | 98.67% |
14.11.2024 | 19.18% | 0.04 CHF | 0.05 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 47'785 CHF | 57'785 CHF | 100.00% | 100.00% |
13.11.2024 | 31.77% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 26'803 CHF | 36'803 CHF | 99.08% | 99.08% |
12.11.2024 | 26.89% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 32'223 CHF | 42'223 CHF | 99.80% | 99.80% |
11.11.2024 | 38.84% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 21'433 CHF | 31'433 CHF | 100.00% | 100.00% |
08.11.2024 | 100.56% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 6'649 CHF | 20'000 CHF | 100.00% | 100.00% |
07.11.2024 | 79.16% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 8'754 CHF | 20'007 CHF | 100.00% | 100.00% |