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 | 21,49% | 0,04 CHF | 0,05 CHF | 3 000 000 | 3 000 000 | 2 987 630 | 2 987 630 | 124 474 CHF | 154 351 CHF | 100,00% | 100,00% |
19/11/2024 | 21,12% | 0,05 CHF | 0,06 CHF | 3 000 000 | 3 000 000 | 2 987 610 | 2 987 610 | 126 915 CHF | 156 792 CHF | 99,86% | 99,86% |
18/11/2024 | 21,06% | 0,04 CHF | 0,05 CHF | 3 000 000 | 3 000 000 | 2 987 650 | 2 987 650 | 127 346 CHF | 157 223 CHF | 100,00% | 100,00% |
15/11/2024 | 20,00% | 0,05 CHF | 0,06 CHF | 3 000 000 | 3 000 000 | 2 987 630 | 2 987 630 | 134 423 CHF | 164 299 CHF | 100,00% | 100,00% |
14/11/2024 | 20,27% | 0,05 CHF | 0,06 CHF | 3 000 000 | 3 000 000 | 2 987 490 | 2 987 490 | 132 962 CHF | 162 837 CHF | 99,04% | 99,04% |
13/11/2024 | 19,37% | 0,05 CHF | 0,06 CHF | 3 000 000 | 3 000 000 | 2 987 500 | 2 987 500 | 139 574 CHF | 169 449 CHF | 98,99% | 98,99% |
12/11/2024 | 15,62% | 0,05 CHF | 0,06 CHF | 2 491 700 | 2 491 700 | 2 295 240 | 2 295 240 | 144 024 CHF | 167 700 CHF | 97,77% | 97,77% |
11/11/2024 | 8,00% | 0,12 CHF | 0,13 CHF | 2 194 300 | 2 194 300 | 2 170 290 | 2 170 290 | 260 520 CHF | 282 223 CHF | 100,00% | 100,00% |
08/11/2024 | 8,45% | 0,12 CHF | 0,13 CHF | 2 115 700 | 2 115 700 | 2 106 940 | 2 106 940 | 238 793 CHF | 259 862 CHF | 98,91% | 98,91% |
07/11/2024 | 7,86% | 0,12 CHF | 0,13 CHF | 2 173 800 | 2 173 800 | 2 168 520 | 2 168 520 | 265 072 CHF | 286 757 CHF | 100,00% | 100,00% |