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 | 50.50% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 1'529'450 | 1'529'450 | 22'942 CHF | 38'267 CHF | 99.83% | 99.83% |
19.11.2024 | 85.91% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 1'009'550 | 1'009'550 | 14'037 CHF | 25'749 CHF | 99.92% | 99.92% |
18.11.2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 1'345'960 | 1'345'960 | 20'189 CHF | 33'678 CHF | 99.90% | 99.90% |
15.11.2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 1'544'520 | 1'544'520 | 23'168 CHF | 38'648 CHF | 99.53% | 99.53% |
14.11.2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 1'641'510 | 1'641'510 | 24'623 CHF | 41'073 CHF | 100.00% | 100.00% |
13.11.2024 | 66.86% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 1'805'040 | 1'805'040 | 18'377 CHF | 36'472 CHF | 100.00% | 100.00% |
12.11.2024 | 89.03% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 1'167'720 | 1'167'720 | 11'677 CHF | 25'299 CHF | 99.95% | 99.95% |
11.11.2024 | 96.52% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 1'189'720 | 1'189'720 | 11'897 CHF | 26'326 CHF | 99.88% | 99.88% |
08.11.2024 | 67.22% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'152'290 | 2'152'290 | 21'523 CHF | 43'099 CHF | 100.00% | 100.00% |
07.11.2024 | 67.80% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 1'968'480 | 1'968'480 | 19'685 CHF | 39'495 CHF | 99.87% | 99.87% |