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 | 40.48% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 1'049'620 | 1'049'620 | 20'992 CHF | 31'551 CHF | 100.00% | 100.00% |
02.12.2024 | 40.49% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'667'910 | 2'667'910 | 53'333 CHF | 80'075 CHF | 99.90% | 99.90% |
29.11.2024 | 40.48% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'707'280 | 2'707'280 | 54'146 CHF | 81'281 CHF | 100.00% | 100.00% |
28.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'752'330 | 2'752'330 | 55'047 CHF | 82'570 CHF | 97.04% | 100.00% |
27.11.2024 | 64.99% | 0.02 CHF | 0.04 CHF | 1'500'000 | 1'500'000 | 1'485'960 | 1'485'960 | 29'719 CHF | 57'791 CHF | 99.90% | 99.90% |
26.11.2024 | 41.26% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'752'700 | 2'752'700 | 53'883 CHF | 81'472 CHF | 100.00% | 100.00% |
25.11.2024 | 50.33% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'895'130 | 2'895'130 | 43'720 CHF | 72'734 CHF | 100.00% | 100.00% |
22.11.2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'760'340 | 2'760'340 | 41'405 CHF | 69'071 CHF | 100.00% | 100.00% |
20.11.2024 | 40.48% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'645'890 | 2'645'890 | 52'918 CHF | 79'439 CHF | 99.90% | 99.90% |
19.11.2024 | 40.48% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'551'940 | 2'551'940 | 51'039 CHF | 76'621 CHF | 100.00% | 100.00% |