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 | 100,53% | 0,01 CHF | 0,02 CHF | 3 000 000 | 3 000 000 | 2 920 140 | 2 920 140 | 14 601 CHF | 43 865 CHF | 99,09% | 99,09% |
19/11/2024 | 100,53% | 0,01 CHF | 0,02 CHF | 3 000 000 | 3 000 000 | 2 760 440 | 2 760 440 | 13 802 CHF | 41 470 CHF | 99,38% | 99,38% |
18/11/2024 | 100,52% | 0,01 CHF | 0,02 CHF | 3 000 000 | 3 000 000 | 2 908 800 | 2 908 800 | 14 544 CHF | 43 695 CHF | 98,53% | 99,89% |
15/11/2024 | 100,53% | 0,01 CHF | 0,02 CHF | 3 000 000 | 3 000 000 | 1 013 900 | 1 013 900 | 5 069 CHF | 15 229 CHF | 98,50% | 99,25% |
14/11/2024 | - | 0,02 CHF | - CHF | 3 000 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,89% |
13/11/2024 | - | 0,02 CHF | - CHF | 3 000 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
12/11/2024 | - | 0,02 CHF | - CHF | 3 000 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
11/11/2024 | - | 0,02 CHF | - CHF | 3 000 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,93% |
08/11/2024 | - | 0,02 CHF | - CHF | 3 000 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
07/11/2024 | 46,96% | 0,02 CHF | 0,03 CHF | 3 000 000 | 3 000 000 | 898 245 | 898 245 | 15 763 CHF | 24 768 CHF | 84,38% | 100,00% |