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 | 18.09% | 0.03 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 75'517 CHF | 90'517 CHF | 100.00% | 100.00% |
19.11.2024 | 18.40% | 0.03 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 74'371 CHF | 89'371 CHF | 100.00% | 100.00% |
18.11.2024 | 17.00% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 81'339 CHF | 96'339 CHF | 98.97% | 98.97% |
15.11.2024 | 15.52% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 89'258 CHF | 104'258 CHF | 100.00% | 100.00% |
14.11.2024 | 15.71% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 88'274 CHF | 103'274 CHF | 100.00% | 100.00% |
13.11.2024 | 17.95% | 0.03 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 76'237 CHF | 91'237 CHF | 99.46% | 99.46% |
12.11.2024 | 14.02% | 0.03 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 100'162 CHF | 115'162 CHF | 100.00% | 100.00% |
11.11.2024 | 11.77% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'999'390 | 2'999'390 | 119'975 CHF | 134'975 CHF | 100.00% | 100.00% |
08.11.2024 | 13.06% | 0.04 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 107'568 CHF | 122'568 CHF | 99.87% | 99.87% |
07.11.2024 | 11.91% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 118'605 CHF | 133'605 CHF | 99.68% | 99.68% |