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 | 40.62% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'164'680 | 2'164'680 | 43'202 CHF | 64'935 CHF | 99.83% | 99.83% |
19.11.2024 | 40.48% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'172'330 | 2'172'330 | 43'447 CHF | 65'233 CHF | 100.00% | 100.00% |
18.11.2024 | 40.48% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'121'510 | 2'121'510 | 42'430 CHF | 63'706 CHF | 99.91% | 99.91% |
15.11.2024 | 41.02% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'213'370 | 2'213'370 | 43'769 CHF | 65'984 CHF | 99.47% | 99.47% |
14.11.2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'163'920 | 2'163'920 | 32'459 CHF | 54'161 CHF | 100.00% | 100.00% |
13.11.2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'372'640 | 2'372'640 | 35'590 CHF | 59'379 CHF | 100.00% | 100.00% |
12.11.2024 | 52.24% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'374'060 | 2'374'060 | 35'067 CHF | 58'871 CHF | 99.47% | 99.47% |
11.11.2024 | 65.72% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'697'500 | 2'697'500 | 28'328 CHF | 55'365 CHF | 99.89% | 99.89% |
08.11.2024 | 67.22% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'702'440 | 2'702'440 | 27'024 CHF | 54'111 CHF | 100.00% | 100.00% |
07.11.2024 | 67.58% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'707'770 | 2'707'770 | 27'078 CHF | 54'354 CHF | 99.76% | 99.76% |