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 | 40.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'660 | 2'987'660 | 59'753 CHF | 89'630 CHF | 100.00% | 100.00% |
19.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'660 | 2'987'660 | 59'760 CHF | 89'637 CHF | 100.00% | 100.00% |
18.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 59'753 CHF | 89'629 CHF | 100.00% | 100.00% |
15.11.2024 | 41.61% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 57'344 CHF | 87'220 CHF | 100.00% | 100.00% |
14.11.2024 | 45.40% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'620 | 2'987'620 | 51'710 CHF | 81'586 CHF | 100.00% | 100.00% |
13.11.2024 | 43.45% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 54'637 CHF | 84'514 CHF | 100.00% | 100.00% |
12.11.2024 | 49.62% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'640 | 2'987'640 | 45'384 CHF | 75'261 CHF | 99.86% | 99.86% |
11.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'600 | 2'987'600 | 44'814 CHF | 74'690 CHF | 99.70% | 99.70% |
08.11.2024 | 47.33% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'500 | 2'987'500 | 48'824 CHF | 78'699 CHF | 99.22% | 99.22% |
07.11.2024 | 46.06% | 0.02 CHF | 0.03 CHF | 2'509'000 | 2'509'000 | 2'500'740 | 2'500'740 | 42'460 CHF | 67'468 CHF | 99.39% | 99.39% |