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 | 163.64% | 0.00 CHF | 0.01 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 2'988 CHF | 29'876 CHF | 100.00% | 100.00% |
19.11.2024 | 163.64% | 0.00 CHF | 0.01 CHF | 3'000'000 | 3'000'000 | 2'987'620 | 2'987'620 | 2'988 CHF | 29'876 CHF | 99.89% | 99.89% |
18.11.2024 | 163.64% | 0.00 CHF | 0.01 CHF | 3'000'000 | 3'000'000 | 2'987'640 | 2'987'640 | 2'988 CHF | 29'876 CHF | 100.00% | 100.00% |
15.11.2024 | 163.64% | 0.00 CHF | 0.01 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 2'988 CHF | 29'876 CHF | 100.00% | 100.00% |
14.11.2024 | 163.64% | 0.00 CHF | 0.01 CHF | 3'000'000 | 3'000'000 | 2'987'500 | 2'987'500 | 2'988 CHF | 29'875 CHF | 99.04% | 99.04% |
13.11.2024 | 163.64% | 0.00 CHF | 0.01 CHF | 3'000'000 | 3'000'000 | 2'987'510 | 2'987'510 | 2'988 CHF | 29'875 CHF | 98.99% | 98.99% |
12.11.2024 | 117.93% | 0.00 CHF | 0.01 CHF | 3'000'000 | 3'000'000 | 2'896'280 | 2'896'280 | 11'533 CHF | 40'609 CHF | 97.81% | 97.81% |
11.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'983'710 | 2'983'710 | 44'756 CHF | 74'593 CHF | 75.87% | 100.00% |
08.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'460 | 2'987'460 | 44'812 CHF | 74'687 CHF | 98.94% | 98.94% |
07.11.2024 | 49.96% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 44'868 CHF | 74'744 CHF | 100.00% | 100.00% |