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 | 163,64% | 0,00 CHF | 0,01 CHF | 3 000 000 | 3 000 000 | 2 987 630 | 2 987 630 | 2 988 CHF | 29 876 CHF | 100,00% | 100,00% |
19/11/2024 | 163,64% | 0,00 CHF | 0,01 CHF | 3 000 000 | 3 000 000 | 2 987 620 | 2 987 620 | 2 988 CHF | 29 876 CHF | 99,89% | 99,89% |
18/11/2024 | 163,64% | 0,00 CHF | 0,01 CHF | 3 000 000 | 3 000 000 | 2 987 640 | 2 987 640 | 2 988 CHF | 29 876 CHF | 100,00% | 100,00% |
15/11/2024 | 163,64% | 0,00 CHF | 0,01 CHF | 3 000 000 | 3 000 000 | 2 987 630 | 2 987 630 | 2 988 CHF | 29 876 CHF | 100,00% | 100,00% |
14/11/2024 | 163,64% | 0,00 CHF | 0,01 CHF | 3 000 000 | 3 000 000 | 2 987 500 | 2 987 500 | 2 988 CHF | 29 875 CHF | 99,04% | 99,04% |
13/11/2024 | 163,64% | 0,00 CHF | 0,01 CHF | 3 000 000 | 3 000 000 | 2 987 510 | 2 987 510 | 2 988 CHF | 29 875 CHF | 98,99% | 98,99% |
12/11/2024 | 117,93% | 0,00 CHF | 0,01 CHF | 3 000 000 | 3 000 000 | 2 896 280 | 2 896 280 | 11 533 CHF | 40 609 CHF | 97,81% | 97,81% |
11/11/2024 | 50,00% | 0,02 CHF | 0,03 CHF | 3 000 000 | 3 000 000 | 2 983 710 | 2 983 710 | 44 756 CHF | 74 593 CHF | 75,87% | 100,00% |
08/11/2024 | 50,00% | 0,02 CHF | 0,03 CHF | 3 000 000 | 3 000 000 | 2 987 460 | 2 987 460 | 44 812 CHF | 74 687 CHF | 98,94% | 98,94% |
07/11/2024 | 49,96% | 0,02 CHF | 0,03 CHF | 3 000 000 | 3 000 000 | 2 987 630 | 2 987 630 | 44 868 CHF | 74 744 CHF | 100,00% | 100,00% |