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 | 17,64% | 0,05 CHF | 0,06 CHF | 2 302 000 | 2 302 000 | 2 292 510 | 2 292 510 | 118 699 CHF | 141 624 CHF | 100,00% | 100,00% |
19/11/2024 | 17,97% | 0,05 CHF | 0,06 CHF | 2 217 600 | 2 217 600 | 2 208 460 | 2 208 460 | 111 949 CHF | 134 033 CHF | 100,00% | 100,00% |
18/11/2024 | 16,65% | 0,06 CHF | 0,07 CHF | 2 285 100 | 2 285 100 | 2 275 160 | 2 275 160 | 125 291 CHF | 148 043 CHF | 100,00% | 100,00% |
15/11/2024 | 16,68% | 0,06 CHF | 0,07 CHF | 2 346 400 | 2 346 400 | 2 336 720 | 2 336 720 | 128 437 CHF | 151 804 CHF | 100,00% | 100,00% |
14/11/2024 | 17,99% | 0,06 CHF | 0,07 CHF | 2 483 900 | 2 483 900 | 2 473 610 | 2 473 610 | 125 269 CHF | 150 005 CHF | 99,35% | 99,35% |
13/11/2024 | 18,61% | 0,05 CHF | 0,06 CHF | 2 393 200 | 2 393 200 | 2 391 670 | 2 391 670 | 116 717 CHF | 140 634 CHF | 100,00% | 100,00% |
12/11/2024 | 16,94% | 0,05 CHF | 0,06 CHF | 2 283 500 | 2 283 500 | 2 274 120 | 2 274 120 | 123 032 CHF | 145 774 CHF | 100,00% | 100,00% |
11/11/2024 | 17,01% | 0,06 CHF | 0,07 CHF | 2 344 700 | 2 344 700 | 2 335 030 | 2 335 030 | 125 792 CHF | 149 142 CHF | 99,93% | 99,93% |
08/11/2024 | 17,33% | 0,05 CHF | 0,06 CHF | 2 154 500 | 2 154 500 | 2 145 610 | 2 145 610 | 113 309 CHF | 134 765 CHF | 100,00% | 100,00% |
07/11/2024 | 15,89% | 0,06 CHF | 0,07 CHF | 2 283 900 | 2 283 900 | 2 298 350 | 2 298 350 | 133 320 CHF | 156 304 CHF | 100,00% | 100,00% |