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 | 16,64% | 0,06 CHF | 0,07 CHF | 3 000 000 | 3 000 000 | 1 085 280 | 1 085 280 | 62 907 CHF | 73 772 CHF | 99,78% | 99,78% |
19/11/2024 | 16,94% | 0,06 CHF | 0,07 CHF | 3 000 000 | 3 000 000 | 1 075 200 | 1 075 200 | 59 136 CHF | 69 902 CHF | 100,00% | 100,00% |
18/11/2024 | 16,02% | 0,06 CHF | 0,07 CHF | 3 000 000 | 3 000 000 | 1 064 160 | 1 064 160 | 61 014 CHF | 71 669 CHF | 99,90% | 99,90% |
15/11/2024 | 15,64% | 0,06 CHF | 0,07 CHF | 3 000 000 | 3 000 000 | 1 042 380 | 1 042 380 | 62 543 CHF | 72 979 CHF | 100,00% | 100,00% |
14/11/2024 | 15,47% | 0,07 CHF | 0,08 CHF | 3 000 000 | 3 000 000 | 1 027 270 | 1 027 270 | 63 926 CHF | 74 212 CHF | 100,00% | 100,00% |
13/11/2024 | 15,64% | 0,06 CHF | 0,07 CHF | 3 000 000 | 3 000 000 | 1 058 020 | 1 058 020 | 63 481 CHF | 74 075 CHF | 100,00% | 100,00% |
12/11/2024 | 14,90% | 0,06 CHF | 0,07 CHF | 2 840 500 | 2 840 500 | 982 227 | 982 227 | 60 588 CHF | 70 423 CHF | 100,00% | 100,00% |
11/11/2024 | 14,50% | 0,07 CHF | 0,08 CHF | 2 961 800 | 2 961 800 | 1 023 980 | 1 023 980 | 68 184 CHF | 78 437 CHF | 99,77% | 99,77% |
08/11/2024 | 13,54% | 0,07 CHF | 0,08 CHF | 2 152 200 | 2 152 200 | 595 703 | 595 703 | 37 892 CHF | 43 853 CHF | 99,21% | 99,21% |
07/11/2024 | - | 0,09 CHF | - CHF | 2 279 700 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,85% |