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 | 31.34% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 26'963 CHF | 36'963 CHF | 99.58% | 99.58% |
19.11.2024 | 32.09% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 26'325 CHF | 36'325 CHF | 98.98% | 99.03% |
18.11.2024 | 21.57% | 0.04 CHF | 0.05 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 41'429 CHF | 51'429 CHF | 99.50% | 99.50% |
15.11.2024 | 19.24% | 0.05 CHF | 0.06 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 47'025 CHF | 57'025 CHF | 98.94% | 98.94% |
14.11.2024 | 17.37% | 0.05 CHF | 0.06 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 52'706 CHF | 62'706 CHF | 98.94% | 98.96% |
13.11.2024 | 27.18% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 31'832 CHF | 41'832 CHF | 99.53% | 99.53% |
12.11.2024 | 21.97% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 40'718 CHF | 50'718 CHF | 98.88% | 98.97% |
11.11.2024 | 17.83% | 0.05 CHF | 0.06 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 51'106 CHF | 61'106 CHF | 99.42% | 99.48% |
08.11.2024 | 19.02% | 0.04 CHF | 0.05 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 47'795 CHF | 57'795 CHF | 99.51% | 99.51% |
07.11.2024 | 17.35% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 52'785 CHF | 62'785 CHF | 99.50% | 99.50% |