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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03.12.2024 | 14.57% | 0.07 CHF | 0.08 CHF | 3'000'000 | 3'000'000 | 1'268'580 | 1'268'580 | 82'535 CHF | 95'243 CHF | 100.00% | 100.00% |
02.12.2024 | 15.71% | 0.07 CHF | 0.08 CHF | 3'000'000 | 3'000'000 | 1'263'700 | 1'263'700 | 79'268 CHF | 91'927 CHF | 100.00% | 100.00% |
29.11.2024 | 15.67% | 0.07 CHF | 0.08 CHF | 3'000'000 | 3'000'000 | 1'314'560 | 1'314'560 | 80'446 CHF | 93'617 CHF | 99.95% | 99.95% |
28.11.2024 | 15.60% | 0.06 CHF | 0.07 CHF | 1'205'500 | 1'205'500 | 984'441 | 984'441 | 58'407 CHF | 68'252 CHF | 98.70% | 98.70% |
27.11.2024 | 18.44% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 1'339'400 | 1'339'400 | 64'085 CHF | 77'504 CHF | 99.90% | 99.90% |
26.11.2024 | 15.76% | 0.06 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 1'338'720 | 1'338'720 | 80'513 CHF | 93'926 CHF | 99.52% | 99.52% |
25.11.2024 | 11.62% | 0.07 CHF | 0.08 CHF | 2'658'800 | 2'658'800 | 1'048'880 | 1'048'880 | 80'488 CHF | 91'030 CHF | 99.95% | 99.95% |
22.11.2024 | 9.03% | 0.10 CHF | 0.11 CHF | 2'036'400 | 2'036'400 | 798'828 | 798'828 | 83'793 CHF | 91'793 CHF | 100.00% | 100.00% |
20.11.2024 | - | 0.10 CHF | - CHF | 1'993'400 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.90% |
19.11.2024 | - | 0.10 CHF | - CHF | 2'642'100 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.53% |