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 | 100,56% | 0,01 CHF | 0,02 CHF | 3 000 000 | 3 000 000 | 2 953 440 | 2 953 440 | 14 767 CHF | 44 381 CHF | 99,91% | 99,91% |
19/11/2024 | 100,52% | 0,01 CHF | 0,02 CHF | 3 000 000 | 3 000 000 | 2 948 660 | 2 948 660 | 14 743 CHF | 44 292 CHF | 100,00% | 100,00% |
18/11/2024 | 100,52% | 0,01 CHF | 0,02 CHF | 3 000 000 | 3 000 000 | 2 887 120 | 2 887 120 | 14 436 CHF | 43 369 CHF | 99,64% | 99,64% |
15/11/2024 | 74,65% | 0,01 CHF | 0,02 CHF | 3 000 000 | 3 000 000 | 1 773 250 | 1 773 250 | 14 453 CHF | 32 270 CHF | 98,89% | 98,89% |
14/11/2024 | 78,72% | 0,01 CHF | 0,02 CHF | 3 000 000 | 3 000 000 | 1 462 150 | 1 462 150 | 12 776 CHF | 27 569 CHF | 47,76% | 94,45% |
13/11/2024 | - | 0,04 CHF | - CHF | 2 320 400 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,78% |
12/11/2024 | - | 0,05 CHF | - CHF | 2 323 300 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
11/11/2024 | - | 0,05 CHF | - CHF | 1 949 200 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,90% |
08/11/2024 | - | 0,05 CHF | - CHF | 1 980 800 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
07/11/2024 | - | 0,05 CHF | - CHF | 1 975 700 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,85% |