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 | 22,22% | 0,04 CHF | 0,05 CHF | 1 963 800 | 1 963 800 | 1 963 800 | 1 963 800 | 78 552 CHF | 98 190 CHF | 100,00% | 100,00% |
19/11/2024 | 24,85% | 0,04 CHF | 0,05 CHF | 1 908 200 | 1 908 200 | 1 975 730 | 1 975 730 | 69 656 CHF | 89 413 CHF | 100,00% | 100,00% |
18/11/2024 | 22,38% | 0,04 CHF | 0,05 CHF | 1 927 000 | 1 927 000 | 1 927 000 | 1 927 000 | 76 539 CHF | 95 809 CHF | 100,00% | 100,00% |
15/11/2024 | 22,22% | 0,04 CHF | 0,05 CHF | 1 889 500 | 1 889 500 | 1 889 500 | 1 889 500 | 75 576 CHF | 94 471 CHF | 100,00% | 100,00% |
14/11/2024 | 22,22% | 0,04 CHF | 0,05 CHF | 1 907 600 | 1 907 600 | 1 907 600 | 1 907 600 | 76 304 CHF | 95 380 CHF | 100,00% | 100,00% |
13/11/2024 | 22,22% | 0,04 CHF | 0,05 CHF | 1 838 400 | 1 838 400 | 1 838 400 | 1 838 400 | 73 536 CHF | 91 920 CHF | 100,00% | 100,00% |
12/11/2024 | 19,86% | 0,04 CHF | 0,05 CHF | 1 626 800 | 1 626 800 | 1 566 440 | 1 566 440 | 71 170 CHF | 86 834 CHF | 99,85% | 99,85% |
11/11/2024 | 18,43% | 0,05 CHF | 0,06 CHF | 1 656 500 | 1 656 500 | 1 656 500 | 1 656 500 | 81 682 CHF | 98 247 CHF | 99,64% | 99,64% |
08/11/2024 | 20,00% | 0,05 CHF | 0,06 CHF | 1 654 600 | 1 654 600 | 1 601 990 | 1 601 990 | 72 089 CHF | 88 109 CHF | 99,45% | 99,45% |
07/11/2024 | 19,41% | 0,05 CHF | 0,06 CHF | 1 649 200 | 1 649 200 | 1 649 670 | 1 649 670 | 76 902 CHF | 93 399 CHF | 100,00% | 100,00% |