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 | 19.66% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 69'510 CHF | 84'510 CHF | 100.00% | 100.00% |
19.11.2024 | 22.22% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'999'960 | 2'999'960 | 59'999 CHF | 74'999 CHF | 98.78% | 98.78% |
18.11.2024 | 18.96% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 72'111 CHF | 87'111 CHF | 100.00% | 100.00% |
15.11.2024 | 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% |
14.11.2024 | 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 | 99.79% | 99.79% |
13.11.2024 | 18.18% | 0.03 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 74'995 CHF | 89'995 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 | 20.57% | 0.03 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 66'123 CHF | 81'123 CHF | 100.00% | 100.00% |
08.11.2024 | 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% |
07.11.2024 | 20.53% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'999'910 | 2'999'910 | 66'286 CHF | 81'286 CHF | 99.42% | 99.42% |