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 | 25.00% | 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% |
19.11.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'987'650 | 2'987'650 | 104'568 CHF | 134'444 CHF | 100.00% | 100.00% |
18.11.2024 | 24.75% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'987'640 | 2'987'640 | 105'909 CHF | 135'785 CHF | 100.00% | 100.00% |
15.11.2024 | 23.34% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 113'491 CHF | 143'367 CHF | 100.00% | 100.00% |
14.11.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'987'570 | 2'987'570 | 104'565 CHF | 134'441 CHF | 99.35% | 99.35% |
13.11.2024 | 25.62% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'987'650 | 2'987'650 | 101'973 CHF | 131'849 CHF | 100.00% | 100.00% |
12.11.2024 | 22.93% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'987'710 | 2'987'710 | 115'684 CHF | 145'561 CHF | 100.00% | 100.00% |
11.11.2024 | 22.63% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'987'620 | 2'987'620 | 117'306 CHF | 147'182 CHF | 99.93% | 99.93% |
08.11.2024 | 23.64% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'987'610 | 2'987'610 | 111'852 CHF | 141'728 CHF | 100.00% | 100.00% |
07.11.2024 | 20.92% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 128'246 CHF | 158'122 CHF | 100.00% | 100.00% |