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 | 22.22% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 120'000 CHF | 150'000 CHF | 100.00% | 100.00% |
19.11.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 120'000 CHF | 150'000 CHF | 99.90% | 99.90% |
18.11.2024 | 22.73% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 117'272 CHF | 147'272 CHF | 100.00% | 100.00% |
15.11.2024 | 24.80% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 106'083 CHF | 136'083 CHF | 100.00% | 100.00% |
14.11.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 105'000 CHF | 135'000 CHF | 100.00% | 100.00% |
13.11.2024 | 26.56% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 98'451 CHF | 128'451 CHF | 100.00% | 100.00% |
12.11.2024 | 25.07% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 104'699 CHF | 134'699 CHF | 99.92% | 99.92% |
11.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 90'000 CHF | 120'000 CHF | 100.00% | 100.00% |
08.11.2024 | 25.77% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 101'751 CHF | 131'751 CHF | 98.95% | 98.95% |
07.11.2024 | 28.50% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 90'286 CHF | 120'286 CHF | 100.00% | 100.00% |