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 | 40,48% | 0,02 CHF | 0,03 CHF | 3 000 000 | 3 000 000 | 1 473 600 | 1 473 600 | 29 472 CHF | 44 239 CHF | 99,90% | 99,90% |
19/11/2024 | 40,48% | 0,02 CHF | 0,03 CHF | 3 000 000 | 3 000 000 | 1 498 220 | 1 498 220 | 29 964 CHF | 44 979 CHF | 100,00% | 100,00% |
18/11/2024 | 40,48% | 0,02 CHF | 0,03 CHF | 3 000 000 | 3 000 000 | 1 561 800 | 1 561 800 | 31 236 CHF | 46 887 CHF | 99,87% | 99,87% |
15/11/2024 | 40,56% | 0,02 CHF | 0,03 CHF | 3 000 000 | 3 000 000 | 1 574 030 | 1 574 030 | 31 481 CHF | 47 312 CHF | 100,00% | 100,00% |
14/11/2024 | 40,48% | 0,02 CHF | 0,03 CHF | 3 000 000 | 3 000 000 | 1 566 530 | 1 566 530 | 31 331 CHF | 47 029 CHF | 100,00% | 100,00% |
13/11/2024 | 40,48% | 0,02 CHF | 0,03 CHF | 3 000 000 | 3 000 000 | 1 529 980 | 1 529 980 | 30 600 CHF | 45 932 CHF | 99,62% | 99,62% |
12/11/2024 | 40,48% | 0,02 CHF | 0,03 CHF | 3 000 000 | 3 000 000 | 1 424 250 | 1 424 250 | 28 485 CHF | 42 756 CHF | 100,00% | 100,00% |
11/11/2024 | 34,65% | 0,02 CHF | 0,03 CHF | 3 000 000 | 3 000 000 | 1 340 580 | 1 340 580 | 31 522 CHF | 44 954 CHF | 99,90% | 99,90% |
08/11/2024 | 35,22% | 0,03 CHF | 0,04 CHF | 2 780 900 | 2 780 900 | 1 194 320 | 1 194 320 | 29 858 CHF | 42 033 CHF | 99,16% | 99,16% |
07/11/2024 | 29,53% | 0,03 CHF | 0,04 CHF | 2 857 600 | 2 857 600 | 1 273 140 | 1 273 140 | 37 832 CHF | 50 608 CHF | 100,00% | 100,00% |