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 | 100.58% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'952'330 | 2'952'330 | 14'762 CHF | 44'373 CHF | 99.90% | 99.90% |
19.11.2024 | 100.52% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'878'660 | 2'878'660 | 14'393 CHF | 43'243 CHF | 99.95% | 99.95% |
18.11.2024 | 100.52% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'605'260 | 2'605'260 | 13'026 CHF | 39'141 CHF | 99.90% | 99.90% |
15.11.2024 | 100.71% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'946'530 | 2'946'530 | 14'733 CHF | 44'343 CHF | 100.00% | 100.00% |
14.11.2024 | 100.52% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'890'240 | 2'890'240 | 14'451 CHF | 43'416 CHF | 99.76% | 99.76% |
13.11.2024 | 100.52% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'920'420 | 2'920'420 | 14'602 CHF | 43'869 CHF | 100.00% | 100.00% |
12.11.2024 | 100.52% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'824'280 | 2'824'280 | 14'121 CHF | 42'427 CHF | 99.95% | 99.95% |
11.11.2024 | 100.53% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'729'810 | 2'729'810 | 13'649 CHF | 41'010 CHF | 99.36% | 99.36% |
08.11.2024 | 100.52% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'735'140 | 2'735'140 | 13'676 CHF | 41'090 CHF | 99.53% | 99.53% |
07.11.2024 | 100.57% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'904'370 | 2'904'370 | 14'522 CHF | 43'652 CHF | 99.86% | 99.86% |