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 | 25,00% | 0,04 CHF | 0,05 CHF | 2 741 100 | 2 741 100 | 2 729 830 | 2 729 830 | 95 544 CHF | 122 842 CHF | 100,00% | 100,00% |
19/11/2024 | 25,00% | 0,04 CHF | 0,05 CHF | 2 727 700 | 2 727 700 | 2 716 460 | 2 716 460 | 95 076 CHF | 122 240 CHF | 100,00% | 100,00% |
18/11/2024 | 23,31% | 0,04 CHF | 0,05 CHF | 2 590 300 | 2 590 300 | 2 579 620 | 2 579 620 | 98 114 CHF | 123 911 CHF | 100,00% | 100,00% |
15/11/2024 | 24,06% | 0,04 CHF | 0,05 CHF | 2 726 800 | 2 726 800 | 2 715 560 | 2 715 560 | 99 648 CHF | 126 804 CHF | 100,00% | 100,00% |
14/11/2024 | 24,88% | 0,04 CHF | 0,05 CHF | 2 716 000 | 2 716 000 | 2 704 830 | 2 704 830 | 95 238 CHF | 122 286 CHF | 100,00% | 100,00% |
13/11/2024 | 23,77% | 0,04 CHF | 0,05 CHF | 2 628 100 | 2 628 100 | 2 617 270 | 2 617 270 | 97 416 CHF | 123 589 CHF | 100,00% | 100,00% |
12/11/2024 | 22,22% | 0,04 CHF | 0,05 CHF | 2 546 400 | 2 546 400 | 2 535 960 | 2 535 960 | 101 438 CHF | 126 798 CHF | 100,00% | 100,00% |
11/11/2024 | 22,22% | 0,04 CHF | 0,05 CHF | 2 464 000 | 2 464 000 | 2 453 840 | 2 453 840 | 98 154 CHF | 122 692 CHF | 100,00% | 100,00% |
08/11/2024 | 20,83% | 0,05 CHF | 0,06 CHF | 2 476 300 | 2 476 300 | 2 404 000 | 2 404 000 | 103 602 CHF | 127 642 CHF | 100,00% | 100,00% |
07/11/2024 | 20,02% | 0,04 CHF | 0,05 CHF | 2 271 000 | 2 271 000 | 2 091 160 | 2 091 160 | 94 005 CHF | 114 916 CHF | 100,00% | 100,00% |