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 | 22.69% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 58'904 CHF | 73'904 CHF | 100.00% | 100.00% |
19.11.2024 | 22.22% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'999'970 | 2'999'970 | 59'999 CHF | 74'999 CHF | 98.77% | 98.77% |
18.11.2024 | 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% |
15.11.2024 | 20.76% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 65'417 CHF | 80'417 CHF | 100.00% | 100.00% |
14.11.2024 | 18.65% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 73'247 CHF | 88'247 CHF | 99.91% | 99.91% |
13.11.2024 | 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% |
12.11.2024 | 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% |
11.11.2024 | 26.40% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 50'122 CHF | 65'122 CHF | 100.00% | 100.00% |
08.11.2024 | 28.57% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 45'000 CHF | 60'000 CHF | 100.00% | 100.00% |
07.11.2024 | 28.57% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'999'940 | 2'999'940 | 44'999 CHF | 59'999 CHF | 99.90% | 99.90% |