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 | 99.69% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 15'076 CHF | 44'953 CHF | 100.00% | 100.00% |
19.11.2024 | 95.75% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'987'610 | 2'987'610 | 16'851 CHF | 46'727 CHF | 99.85% | 99.85% |
18.11.2024 | 90.06% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'987'650 | 2'987'650 | 19'412 CHF | 49'289 CHF | 100.00% | 100.00% |
15.11.2024 | 70.47% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 28'166 CHF | 58'042 CHF | 100.00% | 100.00% |
14.11.2024 | 85.55% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'987'500 | 2'987'500 | 21'442 CHF | 51'317 CHF | 99.04% | 99.04% |
13.11.2024 | 75.19% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'987'500 | 2'987'500 | 26'038 CHF | 55'913 CHF | 98.99% | 98.99% |
12.11.2024 | 68.69% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'896'220 | 2'896'220 | 28'961 CHF | 58'834 CHF | 97.76% | 97.76% |
11.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 59'753 CHF | 89'629 CHF | 100.00% | 100.00% |
08.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'460 | 2'987'460 | 59'749 CHF | 89'624 CHF | 98.90% | 98.90% |
07.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 59'753 CHF | 89'629 CHF | 100.00% | 100.00% |