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 | 67,32% | 0,01 CHF | 0,02 CHF | 3 000 000 | 3 000 000 | 1 900 760 | 1 900 760 | 19 008 CHF | 38 076 CHF | 99,90% | 99,90% |
19/11/2024 | 67,33% | 0,01 CHF | 0,02 CHF | 3 000 000 | 3 000 000 | 2 050 560 | 2 050 560 | 20 506 CHF | 41 081 CHF | 98,91% | 98,91% |
18/11/2024 | 67,39% | 0,01 CHF | 0,02 CHF | 3 000 000 | 3 000 000 | 2 219 670 | 2 219 670 | 22 197 CHF | 44 491 CHF | 99,58% | 99,58% |
15/11/2024 | 67,46% | 0,01 CHF | 0,02 CHF | 3 000 000 | 3 000 000 | 2 142 140 | 2 142 140 | 21 421 CHF | 42 955 CHF | 99,89% | 99,89% |
14/11/2024 | 67,27% | 0,01 CHF | 0,02 CHF | 3 000 000 | 3 000 000 | 2 206 250 | 2 206 250 | 22 052 CHF | 44 166 CHF | 98,85% | 98,85% |
13/11/2024 | 67,22% | 0,01 CHF | 0,02 CHF | 3 000 000 | 3 000 000 | 2 085 470 | 2 085 470 | 20 855 CHF | 41 754 CHF | 100,00% | 100,00% |
12/11/2024 | 67,38% | 0,01 CHF | 0,02 CHF | 3 000 000 | 3 000 000 | 1 810 910 | 1 810 910 | 18 109 CHF | 36 307 CHF | 100,00% | 100,00% |
11/11/2024 | 58,21% | 0,01 CHF | 0,02 CHF | 3 000 000 | 3 000 000 | 1 642 170 | 1 642 170 | 19 932 CHF | 36 519 CHF | 99,93% | 99,93% |
08/11/2024 | 73,18% | 0,02 CHF | 0,03 CHF | 2 969 000 | 2 969 000 | 1 120 260 | 1 120 260 | 16 794 CHF | 29 084 CHF | 100,00% | 100,00% |
07/11/2024 | 51,45% | 0,02 CHF | 0,03 CHF | 2 768 600 | 2 768 600 | 1 319 810 | 1 319 810 | 19 046 CHF | 32 277 CHF | 98,68% | 98,68% |