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 | 65.41% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 30'475 CHF | 59'983 CHF | 100.00% | 100.00% |
19.11.2024 | 53.11% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 35'094 CHF | 59'710 CHF | 100.00% | 100.00% |
18.11.2024 | 40.00% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 30'000 CHF | 45'000 CHF | 100.00% | 100.00% |
15.11.2024 | 42.98% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 30'000 CHF | 46'678 CHF | 100.00% | 100.00% |
14.11.2024 | 65.72% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 30'369 CHF | 60'008 CHF | 100.00% | 100.00% |
13.11.2024 | 45.51% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 38'319 CHF | 60'065 CHF | 100.00% | 100.00% |
12.11.2024 | 62.04% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 31'829 CHF | 60'016 CHF | 100.00% | 100.00% |
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 | 100.00% | 100.00% |
08.11.2024 | 46.85% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 37'816 CHF | 60'045 CHF | 100.00% | 100.00% |
07.11.2024 | 64.62% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 30'000 CHF | 58'850 CHF | 99.67% | 99.67% |