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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03.12.2024 | 100.52% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 1'099'960 | 1'099'960 | 5'500 CHF | 16'562 CHF | 100.00% | 100.00% |
02.12.2024 | 100.52% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'954'920 | 2'954'920 | 14'775 CHF | 44'386 CHF | 99.90% | 99.90% |
29.11.2024 | 100.52% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'954'870 | 2'954'870 | 14'774 CHF | 44'386 CHF | 100.00% | 100.00% |
28.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'982'610 | 2'982'610 | 14'913 CHF | 44'739 CHF | 97.04% | 100.00% |
27.11.2024 | 131.24% | 0.01 CHF | 0.03 CHF | 1'500'000 | 1'500'000 | 1'594'320 | 1'594'320 | 7'972 CHF | 37'972 CHF | 99.90% | 99.90% |
26.11.2024 | 100.52% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'955'050 | 2'955'050 | 14'775 CHF | 44'388 CHF | 100.00% | 100.00% |
25.11.2024 | 100.52% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'954'830 | 2'954'830 | 14'774 CHF | 44'385 CHF | 100.00% | 100.00% |
22.11.2024 | 100.52% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'954'990 | 2'954'990 | 14'775 CHF | 44'387 CHF | 100.00% | 100.00% |
20.11.2024 | 100.52% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'955'060 | 2'955'060 | 14'775 CHF | 44'388 CHF | 99.90% | 99.90% |
19.11.2024 | 100.52% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'954'940 | 2'954'940 | 14'775 CHF | 44'387 CHF | 100.00% | 100.00% |