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 | 16,47% | 0,06 CHF | 0,07 CHF | 1 384 200 | 1 384 200 | 1 381 900 | 1 381 900 | 77 058 CHF | 90 877 CHF | 100,00% | 100,00% |
19/11/2024 | 16,73% | 0,06 CHF | 0,07 CHF | 1 524 900 | 1 524 900 | 1 524 820 | 1 524 820 | 83 539 CHF | 98 788 CHF | 100,00% | 100,00% |
18/11/2024 | 18,56% | 0,05 CHF | 0,06 CHF | 1 505 400 | 1 505 400 | 1 494 010 | 1 494 010 | 73 145 CHF | 88 085 CHF | 100,00% | 100,00% |
15/11/2024 | 18,00% | 0,05 CHF | 0,06 CHF | 1 333 400 | 1 333 400 | 1 340 940 | 1 340 940 | 67 841 CHF | 81 250 CHF | 100,00% | 100,00% |
14/11/2024 | 16,44% | 0,06 CHF | 0,07 CHF | 1 189 700 | 1 189 700 | 1 205 110 | 1 205 110 | 67 414 CHF | 79 465 CHF | 100,00% | 100,00% |
13/11/2024 | 15,36% | 0,06 CHF | 0,07 CHF | 1 189 900 | 1 189 900 | 1 197 880 | 1 197 880 | 71 999 CHF | 83 978 CHF | 100,00% | 100,00% |
12/11/2024 | 15,24% | 0,07 CHF | 0,08 CHF | 1 397 900 | 1 397 900 | 1 387 820 | 1 387 820 | 84 189 CHF | 98 067 CHF | 99,86% | 99,86% |
11/11/2024 | 16,67% | 0,06 CHF | 0,07 CHF | 1 286 800 | 1 286 800 | 1 286 880 | 1 286 880 | 70 764 CHF | 83 633 CHF | 99,69% | 99,69% |
08/11/2024 | 22,26% | 0,06 CHF | 0,07 CHF | 1 847 300 | 1 847 300 | 1 478 440 | 1 478 440 | 80 768 CHF | 98 915 CHF | 100,00% | 100,00% |
07/11/2024 | 20,97% | 0,04 CHF | 0,05 CHF | 1 610 700 | 1 610 700 | 1 621 940 | 1 621 940 | 69 483 CHF | 85 702 CHF | 100,00% | 100,00% |