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 | 17.16% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 80'453 CHF | 95'453 CHF | 100.00% | 100.00% |
19.11.2024 | 15.38% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'999'960 | 2'999'960 | 89'999 CHF | 104'999 CHF | 98.78% | 98.78% |
18.11.2024 | 17.54% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 78'441 CHF | 93'441 CHF | 100.00% | 100.00% |
15.11.2024 | 18.18% | 0.03 CHF | 0.03 CHF | 2'994'000 | 3'000'000 | 2'994'950 | 3'000'000 | 74'874 CHF | 90'000 CHF | 100.00% | 100.00% |
14.11.2024 | 19.87% | 0.03 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 68'727 CHF | 83'727 CHF | 99.91% | 99.91% |
13.11.2024 | 16.34% | 0.03 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 84'897 CHF | 99'897 CHF | 100.00% | 100.00% |
12.11.2024 | 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% |
11.11.2024 | 16.31% | 0.03 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 85'020 CHF | 100'020 CHF | 100.00% | 100.00% |
08.11.2024 | 15.09% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 92'156 CHF | 107'156 CHF | 100.00% | 100.00% |
07.11.2024 | 14.89% | 0.04 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'999'910 | 2'999'910 | 93'604 CHF | 108'604 CHF | 99.42% | 99.42% |