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 | 66.67% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'987'570 | 2'987'570 | 29'876 CHF | 59'751 CHF | 99.43% | 99.43% |
19.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'987'650 | 2'987'650 | 29'877 CHF | 59'753 CHF | 100.00% | 100.00% |
18.11.2024 | 66.24% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'987'620 | 2'987'620 | 30'260 CHF | 60'137 CHF | 99.88% | 99.88% |
15.11.2024 | 57.31% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 38'238 CHF | 68'114 CHF | 100.00% | 100.00% |
14.11.2024 | 55.56% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'987'460 | 2'987'460 | 39'807 CHF | 69'682 CHF | 98.55% | 98.55% |
13.11.2024 | 50.59% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'640 | 2'987'640 | 44'281 CHF | 74'158 CHF | 100.00% | 100.00% |
12.11.2024 | 64.39% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'640 | 2'987'640 | 31'921 CHF | 61'798 CHF | 99.88% | 99.88% |
11.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 29'876 CHF | 59'753 CHF | 100.00% | 100.00% |
08.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'987'490 | 2'987'490 | 29'875 CHF | 59'750 CHF | 99.05% | 99.05% |
07.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 29'876 CHF | 59'753 CHF | 100.00% | 100.00% |