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 | 50.01% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'947'280 | 2'947'280 | 45'206 CHF | 74'818 CHF | 99.90% | 99.90% |
19.11.2024 | 48.01% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'954'570 | 2'954'570 | 47'877 CHF | 77'486 CHF | 100.00% | 100.00% |
18.11.2024 | 50.53% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'950'240 | 2'950'240 | 44'254 CHF | 73'819 CHF | 99.90% | 99.90% |
15.11.2024 | 51.05% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'901'650 | 2'901'650 | 43'525 CHF | 72'927 CHF | 99.69% | 99.69% |
14.11.2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'880'100 | 2'880'100 | 43'202 CHF | 72'065 CHF | 100.00% | 100.00% |
13.11.2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'951'610 | 2'951'610 | 44'274 CHF | 73'853 CHF | 100.00% | 100.00% |
12.11.2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'955'010 | 2'955'010 | 44'325 CHF | 73'938 CHF | 100.00% | 100.00% |
11.11.2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'941'410 | 2'941'410 | 44'121 CHF | 73'598 CHF | 100.00% | 100.00% |
08.11.2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'955'070 | 2'955'070 | 44'326 CHF | 73'939 CHF | 100.00% | 100.00% |
07.11.2024 | 50.58% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'943'100 | 2'943'100 | 44'147 CHF | 73'666 CHF | 99.33% | 99.33% |