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 | 16.99% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 53'874 CHF | 63'874 CHF | 100.00% | 100.00% |
19.11.2024 | 16.50% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 55'626 CHF | 65'626 CHF | 100.00% | 100.00% |
18.11.2024 | 16.77% | 0.05 CHF | 0.06 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 54'624 CHF | 64'624 CHF | 100.00% | 100.00% |
15.11.2024 | 16.19% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 56'791 CHF | 66'791 CHF | 100.00% | 100.00% |
14.11.2024 | 15.65% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 58'909 CHF | 68'909 CHF | 100.00% | 100.00% |
13.11.2024 | 15.17% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 60'926 CHF | 70'926 CHF | 100.00% | 100.00% |
12.11.2024 | 15.79% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 58'343 CHF | 68'343 CHF | 100.00% | 100.00% |
11.11.2024 | 16.87% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 54'287 CHF | 64'287 CHF | 100.00% | 100.00% |
08.11.2024 | 16.35% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 56'191 CHF | 66'191 CHF | 100.00% | 100.00% |
07.11.2024 | 16.68% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 54'998 CHF | 64'998 CHF | 100.00% | 100.00% |