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 | 22,25% | 0,02 CHF | 0,03 CHF | 1 672 900 | 1 672 900 | 1 697 610 | 1 697 610 | 33 951 CHF | 42 439 CHF | 99,45% | 99,45% |
19/11/2024 | 24,97% | 0,02 CHF | 0,03 CHF | 1 705 300 | 1 705 300 | 2 052 430 | 2 052 430 | 36 391 CHF | 46 654 CHF | 98,77% | 98,77% |
18/11/2024 | 28,57% | 0,02 CHF | 0,02 CHF | 2 155 600 | 2 155 600 | 2 618 680 | 2 618 680 | 39 280 CHF | 52 374 CHF | 98,78% | 98,78% |
15/11/2024 | 54,35% | 0,02 CHF | 0,02 CHF | 2 758 300 | 2 758 300 | 2 941 660 | 2 941 660 | 34 134 CHF | 58 820 CHF | 100,00% | 100,00% |
14/11/2024 | 49,74% | 0,01 CHF | 0,02 CHF | 3 000 000 | 3 000 000 | 2 798 940 | 2 798 940 | 27 989 CHF | 47 061 CHF | 100,00% | 100,00% |
13/11/2024 | 62,93% | 0,01 CHF | 0,02 CHF | 2 740 800 | 2 740 800 | 2 413 060 | 2 413 060 | 25 216 CHF | 48 209 CHF | 100,00% | 100,00% |
12/11/2024 | 34,58% | 0,01 CHF | 0,02 CHF | 2 312 000 | 2 312 000 | 2 006 660 | 2 006 660 | 28 269 CHF | 40 123 CHF | 99,83% | 99,83% |
11/11/2024 | 27,01% | 0,02 CHF | 0,02 CHF | 1 924 600 | 1 924 600 | 1 682 390 | 1 682 390 | 27 286 CHF | 35 698 CHF | 99,74% | 99,74% |
08/11/2024 | 22,25% | 0,02 CHF | 0,03 CHF | 1 605 300 | 1 605 300 | 1 442 330 | 1 442 330 | 28 812 CHF | 36 023 CHF | 99,94% | 99,94% |
07/11/2024 | 18,18% | 0,03 CHF | 0,03 CHF | 1 392 800 | 1 392 800 | 1 348 420 | 1 348 420 | 33 711 CHF | 40 453 CHF | 99,69% | 99,69% |