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 | 50.53% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'954'400 | 2'954'400 | 44'316 CHF | 73'928 CHF | 99.90% | 99.90% |
19.11.2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'954'950 | 2'954'950 | 44'324 CHF | 73'936 CHF | 100.00% | 100.00% |
18.11.2024 | 50.54% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'954'210 | 2'954'210 | 44'313 CHF | 73'925 CHF | 99.90% | 99.90% |
15.11.2024 | 50.90% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'935'970 | 2'935'970 | 44'040 CHF | 73'652 CHF | 99.90% | 99.90% |
14.11.2024 | 50.54% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'605'470 | 2'605'470 | 39'082 CHF | 65'201 CHF | 96.92% | 96.92% |
13.11.2024 | 50.48% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'957'090 | 2'957'090 | 44'356 CHF | 73'985 CHF | 99.92% | 99.92% |
12.11.2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'923'950 | 2'923'950 | 43'859 CHF | 73'161 CHF | 100.00% | 100.00% |
11.11.2024 | 50.73% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'944'710 | 2'944'710 | 44'171 CHF | 73'783 CHF | 99.83% | 99.83% |
08.11.2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'930'200 | 2'930'200 | 43'953 CHF | 73'318 CHF | 100.00% | 100.00% |
07.11.2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'954'910 | 2'954'910 | 44'324 CHF | 73'935 CHF | 100.00% | 100.00% |