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 | 66.67% | 0.01 CHF | 0.01 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 15'000 CHF | 30'000 CHF | 99.85% | 99.85% |
25.11.2024 | 66.67% | 0.01 CHF | 0.01 CHF | 3'000'000 | 3'000'000 | 2'999'790 | 2'999'790 | 14'999 CHF | 29'999 CHF | 100.00% | 100.00% |
22.11.2024 | 72.33% | 0.01 CHF | 0.01 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 14'303 CHF | 30'015 CHF | 100.00% | 100.00% |
20.11.2024 | 71.66% | 0.01 CHF | 0.01 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 14'394 CHF | 30'033 CHF | 99.42% | 99.42% |
19.11.2024 | 67.17% | 0.01 CHF | 0.01 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 14'938 CHF | 29'990 CHF | 98.77% | 98.77% |
18.11.2024 | 74.25% | 0.01 CHF | 0.01 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 15'000 CHF | 33'412 CHF | 98.75% | 98.75% |
15.11.2024 | 97.21% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 15'000 CHF | 43'746 CHF | 100.00% | 100.00% |
14.11.2024 | 57.18% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 25'668 CHF | 45'044 CHF | 100.00% | 100.00% |
13.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 15'000 CHF | 45'000 CHF | 100.00% | 100.00% |
12.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 15'000 CHF | 45'000 CHF | 99.78% | 99.78% |