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 | 16,94% | 0,06 CHF | 0,07 CHF | 2 786 900 | 2 786 900 | 965 473 | 965 473 | 53 098 CHF | 62 764 CHF | 99,09% | 99,09% |
19/11/2024 | 17,67% | 0,06 CHF | 0,07 CHF | 2 905 300 | 2 905 300 | 998 647 | 998 647 | 53 848 CHF | 63 846 CHF | 99,38% | 99,38% |
18/11/2024 | 16,98% | 0,05 CHF | 0,06 CHF | 2 752 700 | 2 752 700 | 946 277 | 946 277 | 51 673 CHF | 61 147 CHF | 99,89% | 99,89% |
15/11/2024 | 17,92% | 0,06 CHF | 0,07 CHF | 3 000 000 | 3 000 000 | 911 603 | 911 603 | 47 878 CHF | 57 012 CHF | 99,25% | 99,25% |
14/11/2024 | 22,50% | 0,04 CHF | 0,05 CHF | 3 000 000 | 3 000 000 | 1 069 540 | 1 069 540 | 42 849 CHF | 53 559 CHF | 99,89% | 99,89% |
13/11/2024 | 22,53% | 0,04 CHF | 0,05 CHF | 3 000 000 | 3 000 000 | 1 134 860 | 1 134 860 | 45 557 CHF | 56 922 CHF | 100,00% | 100,00% |
12/11/2024 | 23,20% | 0,04 CHF | 0,05 CHF | 3 000 000 | 3 000 000 | 1 143 410 | 1 143 410 | 44 500 CHF | 55 950 CHF | 100,00% | 100,00% |
11/11/2024 | 25,15% | 0,04 CHF | 0,05 CHF | 3 000 000 | 3 000 000 | 1 191 640 | 1 191 640 | 42 879 CHF | 54 814 CHF | 99,93% | 99,93% |
08/11/2024 | 25,67% | 0,04 CHF | 0,05 CHF | 3 000 000 | 3 000 000 | 1 200 480 | 1 200 480 | 41 761 CHF | 53 785 CHF | 100,00% | 100,00% |
07/11/2024 | 23,73% | 0,04 CHF | 0,05 CHF | 3 000 000 | 3 000 000 | 1 138 120 | 1 138 120 | 41 550 CHF | 52 947 CHF | 100,00% | 100,00% |