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 | 23.15% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'987'660 | 2'987'660 | 114'506 CHF | 144'383 CHF | 100.00% | 100.00% |
19.11.2024 | 22.32% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'987'660 | 2'987'660 | 118'965 CHF | 148'842 CHF | 100.00% | 100.00% |
18.11.2024 | 22.26% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 119'275 CHF | 149'151 CHF | 100.00% | 100.00% |
15.11.2024 | 24.98% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 104'667 CHF | 134'544 CHF | 100.00% | 100.00% |
14.11.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'987'620 | 2'987'620 | 104'567 CHF | 134'443 CHF | 100.00% | 100.00% |
13.11.2024 | 24.85% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 105'401 CHF | 135'277 CHF | 100.00% | 100.00% |
12.11.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'987'640 | 2'987'640 | 104'567 CHF | 134'444 CHF | 99.85% | 99.85% |
11.11.2024 | 27.77% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'987'600 | 2'987'600 | 92'990 CHF | 122'866 CHF | 99.66% | 99.66% |
08.11.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'987'540 | 2'987'540 | 104'564 CHF | 134'439 CHF | 99.48% | 99.48% |
07.11.2024 | 24.94% | 0.04 CHF | 0.05 CHF | 2'961'000 | 2'961'000 | 2'949'520 | 2'949'520 | 103'716 CHF | 133'211 CHF | 99.39% | 99.39% |