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 | 41.76% | 0.02 CHF | 0.03 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 18'956 CHF | 28'956 CHF | 100.00% | 100.00% |
19.11.2024 | 41.15% | 0.02 CHF | 0.03 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 19'319 CHF | 29'319 CHF | 100.00% | 100.00% |
18.11.2024 | 40.47% | 0.02 CHF | 0.03 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 19'718 CHF | 29'718 CHF | 100.00% | 100.00% |
15.11.2024 | 39.59% | 0.02 CHF | 0.03 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 20'271 CHF | 30'271 CHF | 100.00% | 100.00% |
14.11.2024 | 37.37% | 0.02 CHF | 0.03 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 21'775 CHF | 31'775 CHF | 100.00% | 100.00% |
13.11.2024 | 35.46% | 0.02 CHF | 0.03 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 23'208 CHF | 33'208 CHF | 100.00% | 100.00% |
12.11.2024 | 35.05% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 23'544 CHF | 33'544 CHF | 100.00% | 100.00% |
11.11.2024 | 37.04% | 0.02 CHF | 0.03 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 22'000 CHF | 32'000 CHF | 100.00% | 100.00% |
08.11.2024 | 34.58% | 0.02 CHF | 0.03 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 23'920 CHF | 33'920 CHF | 100.00% | 100.00% |
07.11.2024 | 36.93% | 0.02 CHF | 0.03 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 22'088 CHF | 32'088 CHF | 100.00% | 100.00% |