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 | 28.89% | 0.03 CHF | 0.04 CHF | 2'428'600 | 2'428'600 | 841'292 | 841'292 | 25'510 CHF | 33'933 CHF | 99.09% | 99.09% |
19.11.2024 | 29.14% | 0.03 CHF | 0.04 CHF | 2'614'300 | 2'614'300 | 898'629 | 898'629 | 27'532 CHF | 36'529 CHF | 99.38% | 99.38% |
18.11.2024 | 27.33% | 0.03 CHF | 0.04 CHF | 2'367'200 | 2'367'200 | 792'382 | 792'382 | 25'090 CHF | 33'024 CHF | 98.53% | 99.89% |
15.11.2024 | 29.18% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 934'690 | 934'690 | 28'010 CHF | 37'376 CHF | 99.25% | 99.25% |
14.11.2024 | - | 0.02 CHF | - CHF | 3'000'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.89% |
13.11.2024 | - | 0.02 CHF | - CHF | 3'000'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
12.11.2024 | - | 0.02 CHF | - CHF | 3'000'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11.11.2024 | - | 0.02 CHF | - CHF | 3'000'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.93% |
08.11.2024 | - | 0.02 CHF | - CHF | 3'000'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
07.11.2024 | 49.05% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 823'906 | 823'906 | 12'830 CHF | 21'089 CHF | 84.38% | 100.00% |