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 | 20,00% | 0,05 CHF | 0,06 CHF | 2 832 800 | 2 832 800 | 2 821 120 | 2 821 120 | 126 950 CHF | 155 161 CHF | 100,00% | 100,00% |
19/11/2024 | 20,05% | 0,05 CHF | 0,06 CHF | 3 000 000 | 3 000 000 | 2 987 630 | 2 987 630 | 134 090 CHF | 163 966 CHF | 100,00% | 100,00% |
18/11/2024 | 21,82% | 0,04 CHF | 0,05 CHF | 2 851 200 | 2 851 200 | 2 838 790 | 2 838 790 | 116 095 CHF | 144 483 CHF | 100,00% | 100,00% |
15/11/2024 | 20,08% | 0,05 CHF | 0,06 CHF | 2 723 000 | 2 723 000 | 2 711 770 | 2 711 770 | 121 539 CHF | 148 656 CHF | 100,00% | 100,00% |
14/11/2024 | 19,55% | 0,05 CHF | 0,06 CHF | 2 456 700 | 2 456 700 | 2 446 520 | 2 446 520 | 113 127 CHF | 137 592 CHF | 99,35% | 99,35% |
13/11/2024 | 18,18% | 0,05 CHF | 0,06 CHF | 2 605 600 | 2 605 600 | 2 603 950 | 2 603 950 | 130 198 CHF | 156 237 CHF | 100,00% | 100,00% |
12/11/2024 | 20,00% | 0,05 CHF | 0,06 CHF | 2 804 200 | 2 804 200 | 2 792 680 | 2 792 680 | 125 670 CHF | 153 597 CHF | 100,00% | 100,00% |
11/11/2024 | 19,99% | 0,05 CHF | 0,06 CHF | 2 677 200 | 2 677 200 | 2 666 160 | 2 666 160 | 120 085 CHF | 146 747 CHF | 99,93% | 99,93% |
08/11/2024 | 20,00% | 0,05 CHF | 0,06 CHF | 3 000 000 | 3 000 000 | 2 987 620 | 2 987 620 | 134 443 CHF | 164 319 CHF | 100,00% | 100,00% |
07/11/2024 | 21,14% | 0,04 CHF | 0,05 CHF | 2 571 800 | 2 571 800 | 2 588 110 | 2 588 110 | 109 849 CHF | 135 730 CHF | 100,00% | 100,00% |