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 | 12,61% | 0,08 CHF | 0,09 CHF | 3 000 000 | 3 000 000 | 1 549 820 | 1 549 820 | 118 896 CHF | 134 430 CHF | 99,89% | 99,89% |
19/11/2024 | 12,61% | 0,08 CHF | 0,09 CHF | 3 000 000 | 3 000 000 | 1 545 140 | 1 545 140 | 116 788 CHF | 132 264 CHF | 100,00% | 100,00% |
18/11/2024 | 11,95% | 0,08 CHF | 0,09 CHF | 2 818 200 | 2 818 200 | 1 357 830 | 1 357 830 | 107 074 CHF | 120 673 CHF | 99,86% | 99,86% |
15/11/2024 | 11,86% | 0,09 CHF | 0,10 CHF | 3 000 000 | 3 000 000 | 1 532 470 | 1 532 470 | 125 244 CHF | 140 593 CHF | 99,99% | 99,99% |
14/11/2024 | 12,79% | 0,08 CHF | 0,09 CHF | 3 000 000 | 3 000 000 | 1 507 960 | 1 507 960 | 112 580 CHF | 127 683 CHF | 100,00% | 100,00% |
13/11/2024 | 13,66% | 0,07 CHF | 0,08 CHF | 3 000 000 | 3 000 000 | 1 649 320 | 1 649 320 | 114 446 CHF | 130 966 CHF | 100,00% | 100,00% |
12/11/2024 | 14,82% | 0,07 CHF | 0,08 CHF | 3 000 000 | 3 000 000 | 1 735 720 | 1 735 720 | 111 098 CHF | 128 485 CHF | 100,00% | 100,00% |
11/11/2024 | 15,54% | 0,06 CHF | 0,07 CHF | 3 000 000 | 3 000 000 | 1 748 660 | 1 748 660 | 106 340 CHF | 123 857 CHF | 100,00% | 100,00% |
08/11/2024 | 16,46% | 0,06 CHF | 0,07 CHF | 3 000 000 | 3 000 000 | 1 798 180 | 1 798 180 | 102 201 CHF | 120 215 CHF | 99,85% | 99,85% |
07/11/2024 | 15,02% | 0,06 CHF | 0,07 CHF | 3 000 000 | 3 000 000 | 1 667 700 | 1 667 700 | 104 335 CHF | 121 091 CHF | 100,00% | 100,00% |