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 | 25.00% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 104'982 CHF | 134'982 CHF | 100.00% | 100.00% |
19.11.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 104'990 CHF | 134'990 CHF | 100.00% | 100.00% |
18.11.2024 | 25.73% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 101'921 CHF | 131'921 CHF | 100.00% | 100.00% |
15.11.2024 | 27.39% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 94'953 CHF | 124'953 CHF | 100.00% | 100.00% |
14.11.2024 | 25.36% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 103'469 CHF | 133'469 CHF | 100.00% | 100.00% |
13.11.2024 | 24.96% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 105'231 CHF | 135'231 CHF | 100.00% | 100.00% |
12.11.2024 | 24.70% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 106'600 CHF | 136'600 CHF | 99.85% | 99.85% |
11.11.2024 | 26.12% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 100'275 CHF | 130'275 CHF | 99.68% | 99.68% |
08.11.2024 | 27.50% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'922'060 | 2'922'060 | 96'855 CHF | 126'855 CHF | 98.76% | 98.76% |
07.11.2024 | 31.95% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 79'367 CHF | 109'367 CHF | 100.00% | 100.00% |