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 | 10.09% | 0.05 CHF | 0.06 CHF | 2'923'600 | 2'923'600 | 2'969'480 | 2'969'480 | 140'089 CHF | 154'937 CHF | 100.00% | 100.00% |
19.11.2024 | 10.58% | 0.05 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'826'320 | 2'826'320 | 126'513 CHF | 140'644 CHF | 100.00% | 100.00% |
18.11.2024 | 9.52% | 0.05 CHF | 0.06 CHF | 2'712'100 | 2'712'100 | 2'716'550 | 2'716'550 | 135'827 CHF | 149'410 CHF | 100.00% | 100.00% |
15.11.2024 | 9.49% | 0.05 CHF | 0.06 CHF | 2'720'500 | 2'720'500 | 2'682'240 | 2'682'240 | 134'657 CHF | 148'069 CHF | 98.67% | 98.67% |
14.11.2024 | 9.16% | 0.05 CHF | 0.06 CHF | 2'658'300 | 2'658'300 | 2'865'390 | 2'865'390 | 149'624 CHF | 163'951 CHF | 99.79% | 99.79% |
13.11.2024 | 10.53% | 0.05 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 134'944 CHF | 149'944 CHF | 100.00% | 100.00% |
12.11.2024 | 10.58% | 0.05 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 134'352 CHF | 149'352 CHF | 100.00% | 100.00% |
11.11.2024 | 11.76% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 120'045 CHF | 135'045 CHF | 100.00% | 100.00% |
08.11.2024 | 13.33% | 0.04 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 105'000 CHF | 120'000 CHF | 100.00% | 100.00% |
07.11.2024 | 12.49% | 0.04 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 113'084 CHF | 128'084 CHF | 100.00% | 100.00% |