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 | 50.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 1'500'000 | 2'921'820 | 1'460'910 | 43'827 CHF | 36'523 CHF | 100.00% | 100.00% |
19.11.2024 | 50.02% | 0.02 CHF | 0.03 CHF | 3'000'000 | 1'500'000 | 2'920'560 | 1'460'280 | 43'808 CHF | 36'513 CHF | 100.00% | 100.00% |
18.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 1'500'000 | 2'921'710 | 1'460'860 | 43'826 CHF | 36'521 CHF | 99.78% | 99.78% |
15.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 1'500'000 | 2'921'820 | 1'460'910 | 43'827 CHF | 36'523 CHF | 100.00% | 100.00% |
14.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 1'500'000 | 2'929'180 | 1'464'590 | 43'938 CHF | 36'615 CHF | 99.74% | 99.74% |
13.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 1'500'000 | 2'921'820 | 1'460'910 | 43'827 CHF | 36'523 CHF | 100.00% | 100.00% |
12.11.2024 | 50.09% | 0.02 CHF | 0.03 CHF | 3'000'000 | 1'500'000 | 2'919'020 | 1'459'510 | 43'785 CHF | 36'516 CHF | 100.00% | 100.00% |
11.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 1'500'000 | 2'921'820 | 1'460'910 | 58'436 CHF | 43'827 CHF | 100.00% | 100.00% |
08.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 1'500'000 | 2'921'230 | 1'460'620 | 58'425 CHF | 43'818 CHF | 99.20% | 99.20% |
07.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 1'500'000 | 2'937'780 | 1'468'890 | 58'756 CHF | 44'067 CHF | 97.17% | 97.17% |