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 | 17,04% | 0,06 CHF | 0,07 CHF | 1 767 600 | 1 767 600 | 792 765 | 792 765 | 43 115 CHF | 51 060 CHF | 99,91% | 99,91% |
19/11/2024 | 16,65% | 0,05 CHF | 0,06 CHF | 1 664 400 | 1 664 400 | 737 741 | 737 741 | 39 982 CHF | 47 374 CHF | 100,00% | 100,00% |
18/11/2024 | 14,56% | 0,06 CHF | 0,07 CHF | 1 481 500 | 1 481 500 | 640 791 | 640 791 | 41 583 CHF | 48 003 CHF | 99,64% | 99,64% |
15/11/2024 | 19,72% | 0,07 CHF | 0,08 CHF | 2 017 100 | 2 017 100 | 665 757 | 665 757 | 36 511 CHF | 43 186 CHF | 98,90% | 98,90% |
14/11/2024 | 23,68% | 0,05 CHF | 0,06 CHF | 2 881 200 | 2 881 200 | 1 346 020 | 1 346 020 | 72 030 CHF | 85 682 CHF | 54,14% | 95,14% |
13/11/2024 | - | 0,03 CHF | - CHF | 3 000 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,78% |
12/11/2024 | - | 0,03 CHF | - CHF | 3 000 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
11/11/2024 | - | 0,03 CHF | - CHF | 3 000 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,90% |
08/11/2024 | - | 0,02 CHF | - CHF | 3 000 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
07/11/2024 | - | 0,03 CHF | - CHF | 3 000 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,86% |