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 | 100.56% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'953'440 | 2'953'440 | 14'767 CHF | 44'381 CHF | 99.91% | 99.91% |
19.11.2024 | 100.52% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'948'660 | 2'948'660 | 14'743 CHF | 44'292 CHF | 100.00% | 100.00% |
18.11.2024 | 100.52% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'887'120 | 2'887'120 | 14'436 CHF | 43'369 CHF | 99.64% | 99.64% |
15.11.2024 | 74.65% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 1'773'250 | 1'773'250 | 14'453 CHF | 32'270 CHF | 98.89% | 98.89% |
14.11.2024 | 78.72% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 1'462'150 | 1'462'150 | 12'776 CHF | 27'569 CHF | 47.76% | 94.45% |
13.11.2024 | - | 0.04 CHF | - CHF | 2'320'400 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.78% |
12.11.2024 | - | 0.05 CHF | - CHF | 2'323'300 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11.11.2024 | - | 0.05 CHF | - CHF | 1'949'200 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.90% |
08.11.2024 | - | 0.05 CHF | - CHF | 1'980'800 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
07.11.2024 | - | 0.05 CHF | - CHF | 1'975'700 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.85% |