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 | 17.49% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 78'715 CHF | 93'715 CHF | 100.00% | 100.00% |
19.11.2024 | 15.74% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 88'092 CHF | 103'091 CHF | 100.00% | 100.00% |
18.11.2024 | 18.17% | 0.03 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 75'046 CHF | 90'046 CHF | 98.93% | 98.93% |
15.11.2024 | 18.18% | 0.03 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 75'000 CHF | 90'000 CHF | 100.00% | 100.00% |
14.11.2024 | 17.94% | 0.03 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 76'316 CHF | 91'316 CHF | 100.00% | 100.00% |
13.11.2024 | 15.85% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 87'495 CHF | 102'495 CHF | 99.46% | 99.46% |
12.11.2024 | 18.07% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 75'585 CHF | 90'585 CHF | 100.00% | 100.00% |
11.11.2024 | 22.23% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'999'370 | 2'999'370 | 59'987 CHF | 74'987 CHF | 100.00% | 100.00% |
08.11.2024 | 18.35% | 0.03 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 74'365 CHF | 89'365 CHF | 99.87% | 99.87% |
07.11.2024 | 20.03% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 68'142 CHF | 83'142 CHF | 99.67% | 99.67% |