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 | 49.09% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 46'178 CHF | 76'055 CHF | 100.00% | 100.00% |
19.11.2024 | 49.04% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'640 | 2'987'640 | 46'258 CHF | 76'134 CHF | 100.00% | 100.00% |
18.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'640 | 2'987'640 | 59'753 CHF | 89'629 CHF | 100.00% | 100.00% |
15.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 59'753 CHF | 89'629 CHF | 100.00% | 100.00% |
14.11.2024 | 44.19% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'560 | 2'987'560 | 53'471 CHF | 83'347 CHF | 99.35% | 99.35% |
13.11.2024 | 46.07% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'650 | 2'987'650 | 50'712 CHF | 80'589 CHF | 100.00% | 100.00% |
12.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'710 | 2'987'710 | 59'754 CHF | 89'631 CHF | 100.00% | 100.00% |
11.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 59'753 CHF | 89'629 CHF | 99.93% | 99.93% |
08.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'590 | 2'987'590 | 59'752 CHF | 89'628 CHF | 100.00% | 100.00% |
07.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 59'753 CHF | 89'629 CHF | 100.00% | 100.00% |