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 | 40.48% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 1'473'600 | 1'473'600 | 29'472 CHF | 44'239 CHF | 99.90% | 99.90% |
19.11.2024 | 40.48% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 1'498'220 | 1'498'220 | 29'964 CHF | 44'979 CHF | 100.00% | 100.00% |
18.11.2024 | 40.48% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 1'561'800 | 1'561'800 | 31'236 CHF | 46'887 CHF | 99.87% | 99.87% |
15.11.2024 | 40.56% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 1'574'030 | 1'574'030 | 31'481 CHF | 47'312 CHF | 100.00% | 100.00% |
14.11.2024 | 40.48% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 1'566'530 | 1'566'530 | 31'331 CHF | 47'029 CHF | 100.00% | 100.00% |
13.11.2024 | 40.48% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 1'529'980 | 1'529'980 | 30'600 CHF | 45'932 CHF | 99.62% | 99.62% |
12.11.2024 | 40.48% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 1'424'250 | 1'424'250 | 28'485 CHF | 42'756 CHF | 100.00% | 100.00% |
11.11.2024 | 34.65% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 1'340'580 | 1'340'580 | 31'522 CHF | 44'954 CHF | 99.90% | 99.90% |
08.11.2024 | 35.22% | 0.03 CHF | 0.04 CHF | 2'780'900 | 2'780'900 | 1'194'320 | 1'194'320 | 29'858 CHF | 42'033 CHF | 99.16% | 99.16% |
07.11.2024 | 29.53% | 0.03 CHF | 0.04 CHF | 2'857'600 | 2'857'600 | 1'273'140 | 1'273'140 | 37'832 CHF | 50'608 CHF | 100.00% | 100.00% |