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 | 100.52% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'954'740 | 2'954'740 | 14'774 CHF | 44'384 CHF | 99.90% | 99.90% |
19.11.2024 | 100.48% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'891'380 | 2'891'380 | 14'457 CHF | 43'457 CHF | 99.85% | 99.85% |
18.11.2024 | 100.35% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'905'700 | 2'905'700 | 14'529 CHF | 43'628 CHF | 98.23% | 98.23% |
15.11.2024 | 100.43% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'824'200 | 2'824'200 | 14'121 CHF | 42'415 CHF | 99.71% | 99.71% |
14.11.2024 | 100.52% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'954'960 | 2'954'960 | 14'775 CHF | 44'387 CHF | 100.00% | 100.00% |
13.11.2024 | 72.77% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'955'050 | 2'955'050 | 27'051 CHF | 56'664 CHF | 100.00% | 100.00% |
12.11.2024 | 76.98% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'954'910 | 2'954'910 | 25'331 CHF | 54'943 CHF | 99.88% | 99.88% |
11.11.2024 | 67.22% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'772'410 | 2'772'410 | 27'724 CHF | 55'511 CHF | 99.90% | 99.90% |
08.11.2024 | 50.53% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'378'340 | 2'378'340 | 35'675 CHF | 59'522 CHF | 98.90% | 98.90% |
07.11.2024 | 36.92% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 1'762'470 | 1'762'470 | 38'124 CHF | 55'795 CHF | 55.44% | 97.44% |