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 | 23,15% | 0,04 CHF | 0,05 CHF | 3 000 000 | 3 000 000 | 2 987 660 | 2 987 660 | 114 506 CHF | 144 383 CHF | 100,00% | 100,00% |
19/11/2024 | 22,32% | 0,04 CHF | 0,05 CHF | 3 000 000 | 3 000 000 | 2 987 660 | 2 987 660 | 118 965 CHF | 148 842 CHF | 100,00% | 100,00% |
18/11/2024 | 22,26% | 0,04 CHF | 0,05 CHF | 3 000 000 | 3 000 000 | 2 987 630 | 2 987 630 | 119 275 CHF | 149 151 CHF | 100,00% | 100,00% |
15/11/2024 | 24,98% | 0,04 CHF | 0,05 CHF | 3 000 000 | 3 000 000 | 2 987 630 | 2 987 630 | 104 667 CHF | 134 544 CHF | 100,00% | 100,00% |
14/11/2024 | 25,00% | 0,04 CHF | 0,05 CHF | 3 000 000 | 3 000 000 | 2 987 620 | 2 987 620 | 104 567 CHF | 134 443 CHF | 100,00% | 100,00% |
13/11/2024 | 24,85% | 0,04 CHF | 0,05 CHF | 3 000 000 | 3 000 000 | 2 987 630 | 2 987 630 | 105 401 CHF | 135 277 CHF | 100,00% | 100,00% |
12/11/2024 | 25,00% | 0,04 CHF | 0,05 CHF | 3 000 000 | 3 000 000 | 2 987 640 | 2 987 640 | 104 567 CHF | 134 444 CHF | 99,85% | 99,85% |
11/11/2024 | 27,77% | 0,03 CHF | 0,04 CHF | 3 000 000 | 3 000 000 | 2 987 600 | 2 987 600 | 92 990 CHF | 122 866 CHF | 99,66% | 99,66% |
08/11/2024 | 25,00% | 0,04 CHF | 0,05 CHF | 3 000 000 | 3 000 000 | 2 987 540 | 2 987 540 | 104 564 CHF | 134 439 CHF | 99,48% | 99,48% |
07/11/2024 | 24,94% | 0,04 CHF | 0,05 CHF | 2 961 000 | 2 961 000 | 2 949 520 | 2 949 520 | 103 716 CHF | 133 211 CHF | 99,39% | 99,39% |