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 | 11.90% | 0.08 CHF | 0.09 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 79'000 CHF | 89'000 CHF | 100.00% | 100.00% |
19.11.2024 | 11.63% | 0.08 CHF | 0.09 CHF | 1'000'000 | 1'000'000 | 999'342 | 999'342 | 80'947 CHF | 90'940 CHF | 100.00% | 100.00% |
18.11.2024 | 11.90% | 0.08 CHF | 0.09 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 79'000 CHF | 89'000 CHF | 100.00% | 100.00% |
15.11.2024 | 11.90% | 0.08 CHF | 0.09 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 79'000 CHF | 89'000 CHF | 100.00% | 100.00% |
14.11.2024 | 11.36% | 0.08 CHF | 0.09 CHF | 1'000'000 | 1'000'000 | 998'268 | 998'268 | 82'856 CHF | 92'839 CHF | 100.00% | 100.00% |
13.11.2024 | 11.36% | 0.08 CHF | 0.09 CHF | 1'000'000 | 1'000'000 | 999'125 | 999'125 | 82'927 CHF | 92'919 CHF | 100.00% | 100.00% |
12.11.2024 | 12.91% | 0.08 CHF | 0.09 CHF | 1'000'000 | 1'000'000 | 999'634 | 999'634 | 72'486 CHF | 82'482 CHF | 100.00% | 100.00% |
11.11.2024 | 12.50% | 0.08 CHF | 0.09 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 75'000 CHF | 85'000 CHF | 100.00% | 100.00% |
08.11.2024 | 13.51% | 0.07 CHF | 0.08 CHF | 1'000'000 | 1'000'000 | 999'721 | 999'721 | 68'981 CHF | 78'978 CHF | 100.00% | 100.00% |
07.11.2024 | 12.50% | 0.08 CHF | 0.09 CHF | 1'000'000 | 1'000'000 | 998'884 | 998'884 | 74'916 CHF | 84'905 CHF | 100.00% | 100.00% |