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 | 25,00% | 0,04 CHF | 0,05 CHF | 3 000 000 | 3 000 000 | 2 987 630 | 2 987 630 | 104 567 CHF | 134 443 CHF | 100,00% | 100,00% |
19/11/2024 | 25,00% | 0,04 CHF | 0,05 CHF | 3 000 000 | 3 000 000 | 2 987 650 | 2 987 650 | 104 568 CHF | 134 444 CHF | 100,00% | 100,00% |
18/11/2024 | 24,75% | 0,04 CHF | 0,05 CHF | 3 000 000 | 3 000 000 | 2 987 640 | 2 987 640 | 105 909 CHF | 135 785 CHF | 100,00% | 100,00% |
15/11/2024 | 23,34% | 0,04 CHF | 0,05 CHF | 3 000 000 | 3 000 000 | 2 987 630 | 2 987 630 | 113 491 CHF | 143 367 CHF | 100,00% | 100,00% |
14/11/2024 | 25,00% | 0,04 CHF | 0,05 CHF | 3 000 000 | 3 000 000 | 2 987 570 | 2 987 570 | 104 565 CHF | 134 441 CHF | 99,35% | 99,35% |
13/11/2024 | 25,62% | 0,03 CHF | 0,04 CHF | 3 000 000 | 3 000 000 | 2 987 650 | 2 987 650 | 101 973 CHF | 131 849 CHF | 100,00% | 100,00% |
12/11/2024 | 22,93% | 0,04 CHF | 0,05 CHF | 3 000 000 | 3 000 000 | 2 987 710 | 2 987 710 | 115 684 CHF | 145 561 CHF | 100,00% | 100,00% |
11/11/2024 | 22,63% | 0,04 CHF | 0,05 CHF | 3 000 000 | 3 000 000 | 2 987 620 | 2 987 620 | 117 306 CHF | 147 182 CHF | 99,93% | 99,93% |
08/11/2024 | 23,64% | 0,04 CHF | 0,05 CHF | 3 000 000 | 3 000 000 | 2 987 610 | 2 987 610 | 111 852 CHF | 141 728 CHF | 100,00% | 100,00% |
07/11/2024 | 20,92% | 0,04 CHF | 0,05 CHF | 3 000 000 | 3 000 000 | 2 987 630 | 2 987 630 | 128 246 CHF | 158 122 CHF | 100,00% | 100,00% |