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 | 43.72% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 18'093 CHF | 28'093 CHF | 99.42% | 99.42% |
19.11.2024 | 35.90% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 23'092 CHF | 33'092 CHF | 100.00% | 100.00% |
18.11.2024 | 39.73% | 0.02 CHF | 0.03 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 20'321 CHF | 30'321 CHF | 99.26% | 99.26% |
15.11.2024 | 37.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 22'404 CHF | 32'404 CHF | 98.67% | 98.67% |
14.11.2024 | 40.17% | 0.02 CHF | 0.03 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 20'191 CHF | 30'191 CHF | 100.00% | 100.00% |
13.11.2024 | 26.66% | 0.02 CHF | 0.03 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 33'288 CHF | 43'288 CHF | 99.08% | 99.08% |
12.11.2024 | 21.76% | 0.04 CHF | 0.05 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 41'038 CHF | 51'038 CHF | 99.81% | 99.81% |
11.11.2024 | 18.94% | 0.05 CHF | 0.06 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 47'959 CHF | 57'959 CHF | 100.00% | 100.00% |
08.11.2024 | 12.33% | 0.06 CHF | 0.07 CHF | 890'000 | 890'000 | 890'000 | 890'000 | 68'143 CHF | 77'043 CHF | 100.00% | 100.00% |
07.11.2024 | 10.88% | 0.09 CHF | 0.10 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 87'681 CHF | 97'681 CHF | 100.00% | 100.00% |