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 | 28,89% | 0,03 CHF | 0,04 CHF | 2 428 600 | 2 428 600 | 841 292 | 841 292 | 25 510 CHF | 33 933 CHF | 99,09% | 99,09% |
19/11/2024 | 29,14% | 0,03 CHF | 0,04 CHF | 2 614 300 | 2 614 300 | 898 629 | 898 629 | 27 532 CHF | 36 529 CHF | 99,38% | 99,38% |
18/11/2024 | 27,33% | 0,03 CHF | 0,04 CHF | 2 367 200 | 2 367 200 | 792 382 | 792 382 | 25 090 CHF | 33 024 CHF | 98,53% | 99,89% |
15/11/2024 | 29,18% | 0,03 CHF | 0,04 CHF | 3 000 000 | 3 000 000 | 934 690 | 934 690 | 28 010 CHF | 37 376 CHF | 99,25% | 99,25% |
14/11/2024 | - | 0,02 CHF | - CHF | 3 000 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,89% |
13/11/2024 | - | 0,02 CHF | - CHF | 3 000 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
12/11/2024 | - | 0,02 CHF | - CHF | 3 000 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
11/11/2024 | - | 0,02 CHF | - CHF | 3 000 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,93% |
08/11/2024 | - | 0,02 CHF | - CHF | 3 000 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
07/11/2024 | 49,05% | 0,02 CHF | 0,03 CHF | 3 000 000 | 3 000 000 | 823 906 | 823 906 | 12 830 CHF | 21 089 CHF | 84,38% | 100,00% |