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 | 40,56% | 0,01 CHF | 0,02 CHF | 3 000 000 | 3 000 000 | 3 000 000 | 3 000 000 | 30 000 CHF | 45 313 CHF | 99,45% | 99,45% |
19/11/2024 | 58,69% | 0,01 CHF | 0,02 CHF | 3 000 000 | 3 000 000 | 2 614 040 | 2 614 040 | 26 140 CHF | 47 969 CHF | 98,78% | 98,78% |
18/11/2024 | 33,15% | 0,01 CHF | 0,02 CHF | 2 499 400 | 2 499 400 | 1 807 350 | 1 807 350 | 25 592 CHF | 36 123 CHF | 98,78% | 98,78% |
15/11/2024 | 25,15% | 0,02 CHF | 0,03 CHF | 1 598 700 | 1 598 700 | 1 278 560 | 1 278 560 | 22 829 CHF | 29 222 CHF | 100,00% | 100,00% |
14/11/2024 | 18,19% | 0,03 CHF | 0,03 CHF | 1 176 700 | 1 176 700 | 1 382 340 | 1 382 340 | 34 553 CHF | 41 464 CHF | 100,00% | 100,00% |
13/11/2024 | 21,78% | 0,02 CHF | 0,03 CHF | 1 441 800 | 1 441 800 | 1 663 110 | 1 663 110 | 34 058 CHF | 42 373 CHF | 100,00% | 100,00% |
12/11/2024 | 22,23% | 0,02 CHF | 0,03 CHF | 1 731 300 | 1 731 300 | 2 024 900 | 2 024 900 | 40 487 CHF | 50 612 CHF | 99,82% | 99,82% |
11/11/2024 | 28,57% | 0,02 CHF | 0,02 CHF | 2 103 800 | 2 103 800 | 2 442 640 | 2 442 640 | 36 640 CHF | 48 853 CHF | 99,74% | 99,74% |
08/11/2024 | 28,63% | 0,02 CHF | 0,02 CHF | 2 550 500 | 2 550 500 | 2 882 810 | 2 882 810 | 43 211 CHF | 57 650 CHF | 99,94% | 99,94% |
07/11/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 2 983 800 | 2 983 800 | 2 996 150 | 2 996 150 | 29 962 CHF | 59 923 CHF | 99,69% | 99,69% |