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 | 33,54% | 0,03 CHF | 0,04 CHF | 3 000 000 | 3 000 000 | 1 668 980 | 1 668 980 | 43 785 CHF | 60 624 CHF | 99,34% | 99,34% |
19/11/2024 | 31,54% | 0,03 CHF | 0,04 CHF | 3 000 000 | 3 000 000 | 1 679 850 | 1 679 850 | 48 723 CHF | 66 031 CHF | 99,89% | 99,89% |
18/11/2024 | 24,31% | 0,03 CHF | 0,04 CHF | 3 000 000 | 3 000 000 | 1 380 530 | 1 380 530 | 51 616 CHF | 65 482 CHF | 99,76% | 99,76% |
15/11/2024 | 16,84% | 0,05 CHF | 0,06 CHF | 2 041 200 | 2 041 200 | 925 728 | 925 728 | 51 373 CHF | 60 649 CHF | 100,00% | 100,00% |
14/11/2024 | 19,21% | 0,06 CHF | 0,07 CHF | 2 315 400 | 2 315 400 | 1 006 270 | 1 006 270 | 51 881 CHF | 61 966 CHF | 98,49% | 98,49% |
13/11/2024 | 22,78% | 0,04 CHF | 0,05 CHF | 3 000 000 | 3 000 000 | 1 419 200 | 1 419 200 | 55 653 CHF | 69 872 CHF | 99,94% | 99,94% |
12/11/2024 | 24,58% | 0,05 CHF | 0,06 CHF | 3 000 000 | 3 000 000 | 1 471 870 | 1 471 870 | 55 332 CHF | 70 099 CHF | 98,40% | 98,40% |
11/11/2024 | 11,67% | 0,06 CHF | 0,07 CHF | 502 600 | 502 600 | 230 020 | 230 020 | 19 358 CHF | 21 664 CHF | 99,86% | 99,86% |
08/11/2024 | 3,81% | 0,23 CHF | 0,24 CHF | 427 200 | 427 200 | 197 308 | 197 308 | 49 461 CHF | 51 438 CHF | 99,05% | 99,05% |
07/11/2024 | 3,15% | 0,28 CHF | 0,29 CHF | 436 700 | 436 700 | 202 215 | 202 215 | 63 802 CHF | 65 838 CHF | 99,96% | 99,96% |