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 | 33.77% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 1'989'560 | 1'989'560 | 49'739 CHF | 69'684 CHF | 99.90% | 99.90% |
19.11.2024 | 33.77% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 1'920'540 | 1'920'540 | 48'014 CHF | 67'265 CHF | 99.90% | 99.90% |
18.11.2024 | 29.46% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 1'851'660 | 1'851'660 | 54'681 CHF | 73'243 CHF | 97.90% | 97.90% |
15.11.2024 | 26.09% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 1'514'480 | 1'514'480 | 49'958 CHF | 65'141 CHF | 99.40% | 99.40% |
14.11.2024 | 25.96% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 1'688'610 | 1'688'610 | 56'630 CHF | 73'554 CHF | 100.00% | 100.00% |
13.11.2024 | 25.36% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 1'619'280 | 1'619'280 | 56'675 CHF | 72'904 CHF | 100.00% | 100.00% |
12.11.2024 | 22.82% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 1'553'000 | 1'553'000 | 60'718 CHF | 76'281 CHF | 99.92% | 99.92% |
11.11.2024 | 22.56% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 1'512'780 | 1'512'780 | 60'511 CHF | 75'671 CHF | 99.89% | 99.89% |
08.11.2024 | 22.56% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 1'515'460 | 1'515'460 | 60'619 CHF | 75'805 CHF | 98.94% | 98.94% |
07.11.2024 | 22.55% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 1'492'690 | 1'492'690 | 59'791 CHF | 74'749 CHF | 100.00% | 100.00% |