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 | 14.91% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 62'084 CHF | 72'084 CHF | 100.00% | 100.00% |
19.11.2024 | 13.11% | 0.07 CHF | 0.08 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 71'321 CHF | 81'321 CHF | 100.00% | 100.00% |
18.11.2024 | 13.30% | 0.07 CHF | 0.08 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 70'209 CHF | 80'209 CHF | 100.00% | 100.00% |
15.11.2024 | 13.65% | 0.07 CHF | 0.08 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 68'281 CHF | 78'281 CHF | 100.00% | 100.00% |
14.11.2024 | 13.94% | 0.07 CHF | 0.08 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 66'714 CHF | 76'714 CHF | 100.00% | 100.00% |
13.11.2024 | 14.33% | 0.07 CHF | 0.08 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 64'770 CHF | 74'770 CHF | 100.00% | 100.00% |
12.11.2024 | 14.99% | 0.07 CHF | 0.08 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 61'751 CHF | 71'751 CHF | 100.00% | 100.00% |
11.11.2024 | 15.74% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 58'541 CHF | 68'541 CHF | 100.00% | 100.00% |
08.11.2024 | 14.64% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 63'325 CHF | 73'325 CHF | 100.00% | 100.00% |
07.11.2024 | 14.84% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 62'414 CHF | 72'414 CHF | 100.00% | 100.00% |