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 | 41.39% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'246'760 | 2'246'760 | 44'935 CHF | 67'757 CHF | 99.90% | 99.90% |
19.11.2024 | 33.77% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'167'550 | 2'167'550 | 54'189 CHF | 75'927 CHF | 100.00% | 100.00% |
18.11.2024 | 29.64% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 1'931'130 | 1'931'130 | 55'831 CHF | 75'201 CHF | 99.87% | 99.87% |
15.11.2024 | 32.94% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'090'470 | 2'090'470 | 54'875 CHF | 75'840 CHF | 100.00% | 100.00% |
14.11.2024 | 33.77% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'031'220 | 2'031'220 | 50'781 CHF | 71'150 CHF | 100.00% | 100.00% |
13.11.2024 | 29.78% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 1'982'970 | 1'982'970 | 56'927 CHF | 76'813 CHF | 100.00% | 100.00% |
12.11.2024 | 28.97% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 1'893'080 | 1'893'080 | 56'792 CHF | 75'774 CHF | 100.00% | 100.00% |
11.11.2024 | 28.97% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 1'815'300 | 1'815'300 | 54'459 CHF | 72'660 CHF | 100.00% | 100.00% |
08.11.2024 | 28.94% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 1'864'520 | 1'864'520 | 56'049 CHF | 74'745 CHF | 100.00% | 100.00% |
07.11.2024 | 25.39% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 1'757'030 | 1'757'030 | 61'399 CHF | 79'015 CHF | 100.00% | 100.00% |