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 | 66,67% | 0,01 CHF | 0,02 CHF | 3 000 000 | 3 000 000 | 2 987 570 | 2 987 570 | 29 876 CHF | 59 751 CHF | 99,43% | 99,43% |
19/11/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 3 000 000 | 3 000 000 | 2 987 650 | 2 987 650 | 29 877 CHF | 59 753 CHF | 100,00% | 100,00% |
18/11/2024 | 66,24% | 0,01 CHF | 0,02 CHF | 3 000 000 | 3 000 000 | 2 987 620 | 2 987 620 | 30 260 CHF | 60 137 CHF | 99,88% | 99,88% |
15/11/2024 | 57,31% | 0,02 CHF | 0,03 CHF | 3 000 000 | 3 000 000 | 2 987 630 | 2 987 630 | 38 238 CHF | 68 114 CHF | 100,00% | 100,00% |
14/11/2024 | 55,56% | 0,01 CHF | 0,02 CHF | 3 000 000 | 3 000 000 | 2 987 460 | 2 987 460 | 39 807 CHF | 69 682 CHF | 98,55% | 98,55% |
13/11/2024 | 50,59% | 0,02 CHF | 0,03 CHF | 3 000 000 | 3 000 000 | 2 987 640 | 2 987 640 | 44 281 CHF | 74 158 CHF | 100,00% | 100,00% |
12/11/2024 | 64,39% | 0,02 CHF | 0,03 CHF | 3 000 000 | 3 000 000 | 2 987 640 | 2 987 640 | 31 921 CHF | 61 798 CHF | 99,88% | 99,88% |
11/11/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 3 000 000 | 3 000 000 | 2 987 630 | 2 987 630 | 29 876 CHF | 59 753 CHF | 100,00% | 100,00% |
08/11/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 3 000 000 | 3 000 000 | 2 987 490 | 2 987 490 | 29 875 CHF | 59 750 CHF | 99,05% | 99,05% |
07/11/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 3 000 000 | 3 000 000 | 2 987 630 | 2 987 630 | 29 876 CHF | 59 753 CHF | 100,00% | 100,00% |