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 | 23.78% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 56'323 CHF | 71'323 CHF | 100.00% | 100.00% |
19.11.2024 | 27.72% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 47'004 CHF | 62'004 CHF | 100.00% | 100.00% |
18.11.2024 | 22.22% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 60'000 CHF | 75'000 CHF | 97.79% | 97.79% |
15.11.2024 | 22.22% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 60'000 CHF | 75'000 CHF | 100.00% | 100.00% |
14.11.2024 | 22.17% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 60'183 CHF | 75'183 CHF | 100.00% | 100.00% |
13.11.2024 | 22.22% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 60'000 CHF | 75'000 CHF | 99.73% | 99.73% |
12.11.2024 | 18.81% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 72'661 CHF | 87'661 CHF | 100.00% | 100.00% |
11.11.2024 | 18.18% | 0.03 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 75'000 CHF | 90'000 CHF | 100.00% | 100.00% |
08.11.2024 | 18.18% | 0.03 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 75'000 CHF | 90'000 CHF | 100.00% | 100.00% |
07.11.2024 | 17.24% | 0.03 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 80'052 CHF | 95'052 CHF | 99.68% | 99.68% |