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 | 50.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'640 | 2'987'640 | 44'815 CHF | 74'691 CHF | 100.00% | 100.00% |
19.11.2024 | 49.88% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'650 | 2'987'650 | 44'989 CHF | 74'865 CHF | 100.00% | 100.00% |
18.11.2024 | 46.97% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'640 | 2'987'640 | 49'367 CHF | 79'244 CHF | 100.00% | 100.00% |
15.11.2024 | 40.73% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 58'662 CHF | 88'538 CHF | 100.00% | 100.00% |
14.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'570 | 2'987'570 | 44'814 CHF | 74'689 CHF | 99.35% | 99.35% |
13.11.2024 | 49.59% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'640 | 2'987'640 | 45'470 CHF | 75'347 CHF | 100.00% | 100.00% |
12.11.2024 | 40.24% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'700 | 2'987'700 | 59'396 CHF | 89'273 CHF | 100.00% | 100.00% |
11.11.2024 | 41.04% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 58'190 CHF | 88'067 CHF | 99.93% | 99.93% |
08.11.2024 | 40.42% | 0.02 CHF | 0.03 CHF | 2'926'700 | 2'926'700 | 2'881'510 | 2'881'510 | 57'022 CHF | 85'837 CHF | 100.00% | 100.00% |
07.11.2024 | 33.50% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 74'317 CHF | 104'193 CHF | 100.00% | 100.00% |