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 | 33.54% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 1'668'980 | 1'668'980 | 43'785 CHF | 60'624 CHF | 99.34% | 99.34% |
19.11.2024 | 31.54% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 1'679'850 | 1'679'850 | 48'723 CHF | 66'031 CHF | 99.89% | 99.89% |
18.11.2024 | 24.31% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 1'380'530 | 1'380'530 | 51'616 CHF | 65'482 CHF | 99.76% | 99.76% |
15.11.2024 | 16.84% | 0.05 CHF | 0.06 CHF | 2'041'200 | 2'041'200 | 925'728 | 925'728 | 51'373 CHF | 60'649 CHF | 100.00% | 100.00% |
14.11.2024 | 19.21% | 0.06 CHF | 0.07 CHF | 2'315'400 | 2'315'400 | 1'006'270 | 1'006'270 | 51'881 CHF | 61'966 CHF | 98.49% | 98.49% |
13.11.2024 | 22.78% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 1'419'200 | 1'419'200 | 55'653 CHF | 69'872 CHF | 99.94% | 99.94% |
12.11.2024 | 24.58% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 1'471'870 | 1'471'870 | 55'332 CHF | 70'099 CHF | 98.40% | 98.40% |
11.11.2024 | 11.67% | 0.06 CHF | 0.07 CHF | 502'600 | 502'600 | 230'020 | 230'020 | 19'358 CHF | 21'664 CHF | 99.86% | 99.86% |
08.11.2024 | 3.81% | 0.23 CHF | 0.24 CHF | 427'200 | 427'200 | 197'308 | 197'308 | 49'461 CHF | 51'438 CHF | 99.05% | 99.05% |
07.11.2024 | 3.15% | 0.28 CHF | 0.29 CHF | 436'700 | 436'700 | 202'215 | 202'215 | 63'802 CHF | 65'838 CHF | 99.96% | 99.96% |