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 | 14,75% | 0,06 CHF | 0,07 CHF | 3 000 000 | 3 000 000 | 2 363 370 | 2 363 370 | 151 242 CHF | 174 975 CHF | 99,90% | 99,90% |
19/11/2024 | 15,49% | 0,07 CHF | 0,08 CHF | 3 000 000 | 3 000 000 | 2 517 070 | 2 517 070 | 153 128 CHF | 178 362 CHF | 99,55% | 99,55% |
18/11/2024 | 14,78% | 0,07 CHF | 0,08 CHF | 3 000 000 | 3 000 000 | 2 655 190 | 2 655 190 | 169 818 CHF | 196 466 CHF | 98,72% | 98,72% |
15/11/2024 | 20,46% | 0,05 CHF | 0,06 CHF | 3 000 000 | 3 000 000 | 2 924 490 | 2 924 490 | 131 071 CHF | 160 381 CHF | 99,46% | 99,46% |
14/11/2024 | 16,57% | 0,05 CHF | 0,06 CHF | 3 000 000 | 3 000 000 | 2 554 850 | 2 554 850 | 143 589 CHF | 169 200 CHF | 98,87% | 98,87% |
13/11/2024 | 15,22% | 0,06 CHF | 0,07 CHF | 3 000 000 | 3 000 000 | 2 561 680 | 2 561 680 | 158 402 CHF | 184 082 CHF | 99,34% | 99,34% |
12/11/2024 | 13,42% | 0,07 CHF | 0,08 CHF | 3 000 000 | 3 000 000 | 2 064 320 | 2 064 320 | 145 553 CHF | 166 248 CHF | 96,53% | 96,53% |
11/11/2024 | 13,66% | 0,08 CHF | 0,09 CHF | 3 000 000 | 3 000 000 | 2 560 000 | 2 560 000 | 178 451 CHF | 204 122 CHF | 99,30% | 99,30% |
08/11/2024 | 21,23% | 0,05 CHF | 0,06 CHF | 3 000 000 | 3 000 000 | 2 829 080 | 2 829 080 | 121 827 CHF | 150 181 CHF | 100,00% | 100,00% |
07/11/2024 | 24,90% | 0,04 CHF | 0,05 CHF | 3 000 000 | 3 000 000 | 2 954 820 | 2 954 820 | 105 957 CHF | 135 568 CHF | 99,77% | 99,77% |