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 | 25.81% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 101'174 CHF | 131'051 CHF | 100.00% | 100.00% |
19.11.2024 | 27.99% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 92'065 CHF | 121'942 CHF | 100.00% | 100.00% |
18.11.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'987'640 | 2'987'640 | 104'567 CHF | 134'444 CHF | 100.00% | 100.00% |
15.11.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 104'567 CHF | 134'443 CHF | 100.00% | 100.00% |
14.11.2024 | 26.95% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 96'364 CHF | 126'241 CHF | 100.00% | 100.00% |
13.11.2024 | 25.77% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 101'328 CHF | 131'204 CHF | 100.00% | 100.00% |
12.11.2024 | 25.05% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 104'346 CHF | 134'223 CHF | 100.00% | 100.00% |
11.11.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 119'505 CHF | 149'381 CHF | 100.00% | 100.00% |
08.11.2024 | 23.01% | 0.04 CHF | 0.05 CHF | 2'814'400 | 2'814'400 | 2'802'640 | 2'802'640 | 108'181 CHF | 136'207 CHF | 98.75% | 98.75% |
07.11.2024 | 20.10% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 133'746 CHF | 163'622 CHF | 100.00% | 100.00% |