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 | 50.52% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'758'630 | 2'758'630 | 41'379 CHF | 69'028 CHF | 100.00% | 100.00% |
02.12.2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'675'430 | 2'675'430 | 40'132 CHF | 66'948 CHF | 100.00% | 100.00% |
29.11.2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'339'950 | 2'339'950 | 35'099 CHF | 58'561 CHF | 99.95% | 99.95% |
28.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'494'600 | 2'494'600 | 37'419 CHF | 62'367 CHF | 98.70% | 98.70% |
27.11.2024 | 48.33% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'628'350 | 2'628'350 | 42'694 CHF | 69'040 CHF | 99.89% | 99.89% |
26.11.2024 | 50.53% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'515'640 | 2'515'640 | 37'735 CHF | 62'958 CHF | 99.52% | 99.52% |
25.11.2024 | 59.04% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'933'820 | 2'933'820 | 36'901 CHF | 66'504 CHF | 99.95% | 99.95% |
22.11.2024 | 67.22% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'947'720 | 2'947'720 | 29'477 CHF | 59'017 CHF | 100.00% | 100.00% |
20.11.2024 | - | 0.01 CHF | - CHF | 3'000'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.90% |
19.11.2024 | - | 0.02 CHF | - CHF | 3'000'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.53% |