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 | 17,79% | 0,03 CHF | 0,03 CHF | 2 539 400 | 2 539 400 | 2 555 420 | 2 555 420 | 65 660 CHF | 78 437 CHF | 99,45% | 99,45% |
19/11/2024 | 18,13% | 0,03 CHF | 0,03 CHF | 2 560 400 | 2 560 400 | 2 783 740 | 2 783 740 | 69 828 CHF | 83 747 CHF | 98,77% | 98,77% |
18/11/2024 | 20,86% | 0,03 CHF | 0,03 CHF | 2 850 100 | 2 850 100 | 2 965 270 | 2 965 270 | 64 175 CHF | 79 002 CHF | 98,78% | 98,78% |
15/11/2024 | 22,22% | 0,02 CHF | 0,03 CHF | 3 000 000 | 3 000 000 | 3 000 000 | 3 000 000 | 60 000 CHF | 75 000 CHF | 100,00% | 100,00% |
14/11/2024 | 22,22% | 0,02 CHF | 0,03 CHF | 3 000 000 | 3 000 000 | 3 000 000 | 3 000 000 | 60 000 CHF | 75 000 CHF | 100,00% | 100,00% |
13/11/2024 | 22,22% | 0,02 CHF | 0,03 CHF | 3 000 000 | 3 000 000 | 2 996 560 | 2 996 560 | 59 931 CHF | 74 914 CHF | 100,00% | 100,00% |
12/11/2024 | 22,22% | 0,02 CHF | 0,03 CHF | 2 995 500 | 2 995 500 | 2 825 870 | 2 825 870 | 56 518 CHF | 70 647 CHF | 99,82% | 99,82% |
11/11/2024 | 18,20% | 0,03 CHF | 0,03 CHF | 2 780 300 | 2 780 300 | 2 630 260 | 2 630 260 | 65 707 CHF | 78 858 CHF | 99,74% | 99,74% |
08/11/2024 | 18,18% | 0,03 CHF | 0,03 CHF | 2 582 500 | 2 582 500 | 2 470 210 | 2 470 210 | 61 755 CHF | 74 106 CHF | 100,00% | 100,00% |
07/11/2024 | 15,50% | 0,03 CHF | 0,04 CHF | 2 436 000 | 2 436 000 | 2 402 620 | 2 402 620 | 71 567 CHF | 83 580 CHF | 99,68% | 99,68% |