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 | 33.58% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'921'810 | 2'921'810 | 72'490 CHF | 101'708 CHF | 100.00% | 100.00% |
19.11.2024 | 33.90% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'920'480 | 2'920'480 | 71'773 CHF | 100'991 CHF | 100.00% | 100.00% |
18.11.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'921'890 | 2'921'890 | 73'047 CHF | 102'266 CHF | 100.00% | 100.00% |
15.11.2024 | 33.39% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'921'820 | 2'921'820 | 72'909 CHF | 102'127 CHF | 100.00% | 100.00% |
14.11.2024 | 39.73% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'921'330 | 2'921'330 | 59'028 CHF | 88'241 CHF | 99.35% | 99.35% |
13.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'921'870 | 2'921'870 | 58'438 CHF | 87'656 CHF | 100.00% | 100.00% |
12.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'921'830 | 2'921'830 | 58'437 CHF | 87'655 CHF | 100.00% | 100.00% |
11.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'921'770 | 2'921'770 | 58'435 CHF | 87'653 CHF | 99.93% | 99.93% |
08.11.2024 | 38.80% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'921'860 | 2'921'860 | 61'132 CHF | 90'351 CHF | 100.00% | 100.00% |
07.11.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'920'390 | 2'920'390 | 73'010 CHF | 102'214 CHF | 98.21% | 98.21% |