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 | 49.77% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 45'348 CHF | 75'348 CHF | 100.00% | 100.00% |
19.11.2024 | 44.06% | 0.02 CHF | 0.03 CHF | 2'397'500 | 2'397'500 | 2'350'280 | 2'350'280 | 42'140 CHF | 65'643 CHF | 92.70% | 97.63% |
18.11.2024 | - | 0.02 CHF | - CHF | 2'337'200 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 2'225'400 | 2'225'400 | 2'226'610 | 2'226'610 | 44'532 CHF | 66'798 CHF | 100.00% | 100.00% |
14.11.2024 | 36.09% | 0.03 CHF | 0.04 CHF | 2'236'100 | 2'236'100 | 2'242'730 | 2'242'730 | 51'418 CHF | 73'845 CHF | 100.00% | 100.00% |
13.11.2024 | 39.63% | 0.02 CHF | 0.03 CHF | 2'166'700 | 2'166'700 | 2'171'680 | 2'171'680 | 44'026 CHF | 65'743 CHF | 100.00% | 100.00% |
12.11.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'908'400 | 1'908'400 | 1'906'740 | 1'906'740 | 47'669 CHF | 66'736 CHF | 100.00% | 100.00% |
11.11.2024 | 30.24% | 0.03 CHF | 0.04 CHF | 1'961'800 | 1'961'800 | 1'945'680 | 1'945'680 | 54'949 CHF | 74'405 CHF | 100.00% | 100.00% |
08.11.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 2'052'300 | 2'052'300 | 2'072'530 | 2'072'530 | 51'813 CHF | 72'539 CHF | 100.00% | 100.00% |
07.11.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'999'700 | 1'999'700 | 1'984'860 | 1'984'860 | 49'622 CHF | 69'470 CHF | 100.00% | 100.00% |