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 | 11,76% | 0,08 CHF | 0,09 CHF | 1 549 800 | 1 549 800 | 1 541 500 | 1 541 500 | 123 319 CHF | 138 734 CHF | 100,00% | 100,00% |
19/11/2024 | 11,93% | 0,08 CHF | 0,09 CHF | 1 572 200 | 1 572 200 | 1 570 570 | 1 570 570 | 123 919 CHF | 139 625 CHF | 100,00% | 100,00% |
18/11/2024 | 11,75% | 0,08 CHF | 0,09 CHF | 1 625 600 | 1 625 600 | 1 613 400 | 1 613 400 | 129 248 CHF | 145 382 CHF | 100,00% | 100,00% |
15/11/2024 | 12,10% | 0,08 CHF | 0,09 CHF | 1 666 200 | 1 666 200 | 1 641 450 | 1 641 450 | 127 502 CHF | 143 917 CHF | 100,00% | 100,00% |
14/11/2024 | 12,97% | 0,08 CHF | 0,09 CHF | 1 767 200 | 1 767 200 | 1 799 620 | 1 799 620 | 129 882 CHF | 147 878 CHF | 99,35% | 99,35% |
13/11/2024 | 13,31% | 0,07 CHF | 0,08 CHF | 1 729 400 | 1 729 400 | 1 712 550 | 1 712 550 | 120 298 CHF | 137 424 CHF | 100,00% | 100,00% |
12/11/2024 | 11,98% | 0,08 CHF | 0,09 CHF | 1 639 400 | 1 639 400 | 1 617 400 | 1 617 400 | 127 002 CHF | 143 176 CHF | 100,00% | 100,00% |
11/11/2024 | 12,22% | 0,08 CHF | 0,09 CHF | 1 635 700 | 1 635 700 | 1 641 520 | 1 641 520 | 126 317 CHF | 142 732 CHF | 99,93% | 99,93% |
08/11/2024 | 12,42% | 0,08 CHF | 0,09 CHF | 1 491 400 | 1 491 400 | 1 482 940 | 1 482 940 | 112 067 CHF | 126 896 CHF | 99,40% | 99,40% |
07/11/2024 | 10,92% | 0,09 CHF | 0,10 CHF | 1 556 300 | 1 556 300 | 1 553 200 | 1 553 200 | 134 471 CHF | 150 003 CHF | 100,00% | 100,00% |