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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.11.2024 | 58.29% | 0.01 CHF | 0.02 CHF | 2'647'100 | 2'647'100 | 2'704'110 | 2'704'110 | 30'028 CHF | 54'073 CHF | 99.88% | 99.88% |
25.11.2024 | 65.70% | 0.01 CHF | 0.02 CHF | 2'722'200 | 2'722'200 | 2'933'130 | 2'933'130 | 29'675 CHF | 58'674 CHF | 100.00% | 100.00% |
22.11.2024 | 49.25% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 30'000 CHF | 50'206 CHF | 100.00% | 100.00% |
20.11.2024 | 40.56% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 30'000 CHF | 45'313 CHF | 99.45% | 99.45% |
19.11.2024 | 58.69% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'614'040 | 2'614'040 | 26'140 CHF | 47'969 CHF | 98.78% | 98.78% |
18.11.2024 | 33.15% | 0.01 CHF | 0.02 CHF | 2'499'400 | 2'499'400 | 1'807'350 | 1'807'350 | 25'592 CHF | 36'123 CHF | 98.78% | 98.78% |
15.11.2024 | 25.15% | 0.02 CHF | 0.03 CHF | 1'598'700 | 1'598'700 | 1'278'560 | 1'278'560 | 22'829 CHF | 29'222 CHF | 100.00% | 100.00% |
14.11.2024 | 18.19% | 0.03 CHF | 0.03 CHF | 1'176'700 | 1'176'700 | 1'382'340 | 1'382'340 | 34'553 CHF | 41'464 CHF | 100.00% | 100.00% |
13.11.2024 | 21.78% | 0.02 CHF | 0.03 CHF | 1'441'800 | 1'441'800 | 1'663'110 | 1'663'110 | 34'058 CHF | 42'373 CHF | 100.00% | 100.00% |
12.11.2024 | 22.23% | 0.02 CHF | 0.03 CHF | 1'731'300 | 1'731'300 | 2'024'900 | 2'024'900 | 40'487 CHF | 50'612 CHF | 99.82% | 99.82% |