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 | 100.53% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'920'140 | 2'920'140 | 14'601 CHF | 43'865 CHF | 99.09% | 99.09% |
19.11.2024 | 100.53% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'760'440 | 2'760'440 | 13'802 CHF | 41'470 CHF | 99.38% | 99.38% |
18.11.2024 | 100.52% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'908'800 | 2'908'800 | 14'544 CHF | 43'695 CHF | 98.53% | 99.89% |
15.11.2024 | 100.53% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 1'013'900 | 1'013'900 | 5'069 CHF | 15'229 CHF | 98.50% | 99.25% |
14.11.2024 | - | 0.02 CHF | - CHF | 3'000'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.89% |
13.11.2024 | - | 0.02 CHF | - CHF | 3'000'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
12.11.2024 | - | 0.02 CHF | - CHF | 3'000'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11.11.2024 | - | 0.02 CHF | - CHF | 3'000'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.93% |
08.11.2024 | - | 0.02 CHF | - CHF | 3'000'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
07.11.2024 | 46.96% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 898'245 | 898'245 | 15'763 CHF | 24'768 CHF | 84.38% | 100.00% |