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 | 40,00% | 0,02 CHF | 0,03 CHF | 2 393 600 | 2 393 600 | 2 374 660 | 2 374 660 | 47 493 CHF | 71 240 CHF | 100,00% | 100,00% |
19/11/2024 | 39,13% | 0,02 CHF | 0,03 CHF | 2 245 500 | 2 245 500 | 2 230 410 | 2 230 410 | 46 056 CHF | 68 360 CHF | 100,00% | 100,00% |
18/11/2024 | 35,57% | 0,02 CHF | 0,03 CHF | 2 208 200 | 2 208 200 | 2 197 970 | 2 197 970 | 51 246 CHF | 73 226 CHF | 100,00% | 100,00% |
15/11/2024 | 34,34% | 0,03 CHF | 0,04 CHF | 2 244 800 | 2 244 800 | 2 221 270 | 2 221 270 | 53 844 CHF | 76 057 CHF | 100,00% | 100,00% |
14/11/2024 | 34,93% | 0,02 CHF | 0,03 CHF | 2 197 400 | 2 197 400 | 2 188 340 | 2 188 340 | 52 077 CHF | 73 960 CHF | 100,00% | 100,00% |
13/11/2024 | 33,43% | 0,03 CHF | 0,04 CHF | 2 578 100 | 2 578 100 | 2 532 820 | 2 532 820 | 63 128 CHF | 88 456 CHF | 100,00% | 100,00% |
12/11/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 2 557 000 | 2 557 000 | 2 513 490 | 2 513 490 | 50 270 CHF | 75 405 CHF | 99,85% | 99,85% |
11/11/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 2 630 300 | 2 630 300 | 2 629 960 | 2 629 960 | 52 599 CHF | 78 899 CHF | 99,69% | 99,69% |
08/11/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 2 719 100 | 2 719 100 | 2 680 070 | 2 680 070 | 53 601 CHF | 80 402 CHF | 100,00% | 100,00% |
07/11/2024 | 40,04% | 0,02 CHF | 0,03 CHF | 2 960 500 | 2 960 500 | 2 955 540 | 2 955 540 | 59 049 CHF | 88 604 CHF | 99,39% | 99,39% |