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 | 67.32% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 1'900'760 | 1'900'760 | 19'008 CHF | 38'076 CHF | 99.90% | 99.90% |
19.11.2024 | 67.33% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'050'560 | 2'050'560 | 20'506 CHF | 41'081 CHF | 98.91% | 98.91% |
18.11.2024 | 67.39% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'219'670 | 2'219'670 | 22'197 CHF | 44'491 CHF | 99.58% | 99.58% |
15.11.2024 | 67.46% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'142'140 | 2'142'140 | 21'421 CHF | 42'955 CHF | 99.89% | 99.89% |
14.11.2024 | 67.27% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'206'250 | 2'206'250 | 22'052 CHF | 44'166 CHF | 98.85% | 98.85% |
13.11.2024 | 67.22% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'085'470 | 2'085'470 | 20'855 CHF | 41'754 CHF | 100.00% | 100.00% |
12.11.2024 | 67.38% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 1'810'910 | 1'810'910 | 18'109 CHF | 36'307 CHF | 100.00% | 100.00% |
11.11.2024 | 58.21% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 1'642'170 | 1'642'170 | 19'932 CHF | 36'519 CHF | 99.93% | 99.93% |
08.11.2024 | 73.18% | 0.02 CHF | 0.03 CHF | 2'969'000 | 2'969'000 | 1'120'260 | 1'120'260 | 16'794 CHF | 29'084 CHF | 100.00% | 100.00% |
07.11.2024 | 51.45% | 0.02 CHF | 0.03 CHF | 2'768'600 | 2'768'600 | 1'319'810 | 1'319'810 | 19'046 CHF | 32'277 CHF | 98.68% | 98.68% |