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 | 108.61% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'916'440 | 2'916'440 | 13'253 CHF | 42'409 CHF | 99.34% | 99.34% |
19.11.2024 | 103.09% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'839'190 | 2'839'190 | 14'196 CHF | 43'807 CHF | 99.89% | 99.89% |
18.11.2024 | 100.67% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'751'970 | 2'751'970 | 13'760 CHF | 41'411 CHF | 99.76% | 99.76% |
15.11.2024 | 100.54% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'954'080 | 2'954'080 | 14'770 CHF | 44'382 CHF | 100.00% | 100.00% |
14.11.2024 | 100.57% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'952'340 | 2'952'340 | 14'762 CHF | 44'368 CHF | 98.51% | 98.51% |
13.11.2024 | 100.52% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'955'020 | 2'955'020 | 14'775 CHF | 44'388 CHF | 99.94% | 99.94% |
12.11.2024 | 100.65% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'948'910 | 2'948'910 | 14'745 CHF | 44'355 CHF | 98.40% | 98.40% |
11.11.2024 | 77.67% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 1'820'280 | 1'820'280 | 15'666 CHF | 33'923 CHF | 99.86% | 99.86% |
08.11.2024 | 33.31% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 1'672'530 | 1'672'530 | 41'168 CHF | 57'930 CHF | 99.05% | 99.05% |
07.11.2024 | 28.03% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 1'673'900 | 1'673'900 | 52'274 CHF | 69'151 CHF | 99.96% | 99.96% |