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 | 15.35% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 60'132 CHF | 70'132 CHF | 100.00% | 100.00% |
19.11.2024 | 14.53% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 63'883 CHF | 73'883 CHF | 100.00% | 100.00% |
18.11.2024 | 15.43% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 59'804 CHF | 69'804 CHF | 100.00% | 100.00% |
15.11.2024 | 15.95% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 57'719 CHF | 67'719 CHF | 100.00% | 100.00% |
14.11.2024 | 15.62% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 59'067 CHF | 69'067 CHF | 100.00% | 100.00% |
13.11.2024 | 14.54% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 63'802 CHF | 73'802 CHF | 100.00% | 100.00% |
12.11.2024 | 16.37% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 56'101 CHF | 66'101 CHF | 100.00% | 100.00% |
11.11.2024 | 16.72% | 0.05 CHF | 0.06 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 54'829 CHF | 64'829 CHF | 100.00% | 100.00% |
08.11.2024 | 15.77% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 58'408 CHF | 68'408 CHF | 100.00% | 100.00% |
07.11.2024 | 16.19% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 56'781 CHF | 66'781 CHF | 100.00% | 100.00% |