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 | 33,36% | 0,03 CHF | 0,04 CHF | 2 568 000 | 2 568 000 | 2 554 220 | 2 554 220 | 63 800 CHF | 89 343 CHF | 100,00% | 100,00% |
19/11/2024 | 35,57% | 0,03 CHF | 0,04 CHF | 2 654 600 | 2 654 600 | 2 651 820 | 2 651 820 | 61 789 CHF | 88 307 CHF | 100,00% | 100,00% |
18/11/2024 | 33,41% | 0,03 CHF | 0,04 CHF | 2 865 100 | 2 865 100 | 2 843 640 | 2 843 640 | 70 934 CHF | 99 371 CHF | 100,00% | 100,00% |
15/11/2024 | 37,77% | 0,02 CHF | 0,03 CHF | 2 983 400 | 2 983 400 | 2 939 150 | 2 939 150 | 63 659 CHF | 93 051 CHF | 100,00% | 100,00% |
14/11/2024 | 40,14% | 0,02 CHF | 0,03 CHF | 3 000 000 | 3 000 000 | 2 987 570 | 2 987 570 | 59 547 CHF | 89 423 CHF | 99,35% | 99,35% |
13/11/2024 | 42,11% | 0,02 CHF | 0,03 CHF | 3 000 000 | 3 000 000 | 2 987 630 | 2 987 630 | 56 581 CHF | 86 458 CHF | 100,00% | 100,00% |
12/11/2024 | 34,91% | 0,02 CHF | 0,03 CHF | 2 831 500 | 2 831 500 | 2 793 390 | 2 793 390 | 66 494 CHF | 94 428 CHF | 100,00% | 100,00% |
11/11/2024 | 36,53% | 0,03 CHF | 0,04 CHF | 2 864 500 | 2 864 500 | 2 874 730 | 2 874 730 | 64 939 CHF | 93 687 CHF | 99,93% | 99,93% |
08/11/2024 | 39,08% | 0,02 CHF | 0,03 CHF | 2 225 800 | 2 225 800 | 2 213 200 | 2 213 200 | 45 784 CHF | 67 916 CHF | 99,40% | 99,40% |
07/11/2024 | 29,12% | 0,03 CHF | 0,04 CHF | 2 564 800 | 2 564 800 | 2 559 700 | 2 559 700 | 75 289 CHF | 100 886 CHF | 100,00% | 100,00% |