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 | 97.02% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 16'341 CHF | 46'341 CHF | 100.00% | 100.00% |
19.11.2024 | 98.31% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 15'761 CHF | 45'761 CHF | 100.00% | 100.00% |
18.11.2024 | 70.10% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 28'455 CHF | 58'455 CHF | 100.00% | 100.00% |
15.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 30'000 CHF | 60'000 CHF | 100.00% | 100.00% |
14.11.2024 | 84.63% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 21'915 CHF | 51'915 CHF | 100.00% | 100.00% |
13.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 15'000 CHF | 45'000 CHF | 100.00% | 100.00% |
12.11.2024 | 98.58% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 15'641 CHF | 45'641 CHF | 99.85% | 99.85% |
11.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 30'000 CHF | 60'000 CHF | 99.70% | 99.70% |
08.11.2024 | 68.37% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'922'100 | 2'922'100 | 29'230 CHF | 59'230 CHF | 98.81% | 98.81% |
07.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 45'000 CHF | 75'000 CHF | 100.00% | 100.00% |