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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.11.2024 | 19.49% | 0.03 CHF | 0.03 CHF | 2'939'200 | 2'939'200 | 2'917'790 | 2'917'790 | 68'233 CHF | 82'822 CHF | 99.88% | 99.88% |
25.11.2024 | 18.56% | 0.03 CHF | 0.03 CHF | 2'911'000 | 2'911'000 | 2'699'900 | 2'699'900 | 66'134 CHF | 79'634 CHF | 100.00% | 100.00% |
22.11.2024 | 17.97% | 0.03 CHF | 0.03 CHF | 2'633'500 | 2'633'500 | 2'591'230 | 2'591'230 | 65'773 CHF | 78'729 CHF | 100.00% | 100.00% |
20.11.2024 | 17.79% | 0.03 CHF | 0.03 CHF | 2'539'400 | 2'539'400 | 2'555'420 | 2'555'420 | 65'660 CHF | 78'437 CHF | 99.45% | 99.45% |
19.11.2024 | 18.13% | 0.03 CHF | 0.03 CHF | 2'560'400 | 2'560'400 | 2'783'740 | 2'783'740 | 69'828 CHF | 83'747 CHF | 98.77% | 98.77% |
18.11.2024 | 20.86% | 0.03 CHF | 0.03 CHF | 2'850'100 | 2'850'100 | 2'965'270 | 2'965'270 | 64'175 CHF | 79'002 CHF | 98.78% | 98.78% |
15.11.2024 | 22.22% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 60'000 CHF | 75'000 CHF | 100.00% | 100.00% |
14.11.2024 | 22.22% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 60'000 CHF | 75'000 CHF | 100.00% | 100.00% |
13.11.2024 | 22.22% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'996'560 | 2'996'560 | 59'931 CHF | 74'914 CHF | 100.00% | 100.00% |
12.11.2024 | 22.22% | 0.02 CHF | 0.03 CHF | 2'995'500 | 2'995'500 | 2'825'870 | 2'825'870 | 56'518 CHF | 70'647 CHF | 99.82% | 99.82% |