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 | 26.52% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 32'731 CHF | 42'731 CHF | 100.00% | 100.00% |
19.11.2024 | 27.32% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 31'732 CHF | 41'732 CHF | 97.69% | 97.69% |
18.11.2024 | 29.83% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 28'526 CHF | 38'526 CHF | 100.00% | 100.00% |
15.11.2024 | 30.20% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 28'114 CHF | 38'114 CHF | 100.00% | 100.00% |
14.11.2024 | 31.20% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 27'053 CHF | 37'053 CHF | 100.00% | 100.00% |
13.11.2024 | 30.09% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 28'253 CHF | 38'253 CHF | 100.00% | 100.00% |
12.11.2024 | 33.34% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 24'997 CHF | 34'997 CHF | 100.00% | 100.00% |
11.11.2024 | 35.43% | 0.02 CHF | 0.03 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 23'233 CHF | 33'233 CHF | 100.00% | 100.00% |
08.11.2024 | 33.16% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 25'158 CHF | 35'158 CHF | 100.00% | 100.00% |
07.11.2024 | 33.88% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 24'526 CHF | 34'526 CHF | 100.00% | 100.00% |