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 | 14,59% | 0,06 CHF | 0,07 CHF | 1 174 900 | 1 174 900 | 1 165 570 | 1 165 570 | 74 158 CHF | 85 814 CHF | 99,48% | 99,48% |
19/11/2024 | 14,38% | 0,07 CHF | 0,08 CHF | 1 088 400 | 1 088 400 | 1 094 940 | 1 094 940 | 70 778 CHF | 81 728 CHF | 100,00% | 100,00% |
18/11/2024 | 13,33% | 0,07 CHF | 0,08 CHF | 1 083 600 | 1 083 600 | 1 083 600 | 1 083 600 | 75 852 CHF | 86 688 CHF | 99,89% | 99,89% |
15/11/2024 | 13,40% | 0,07 CHF | 0,08 CHF | 1 117 900 | 1 117 900 | 1 119 600 | 1 119 600 | 77 955 CHF | 89 151 CHF | 100,00% | 100,00% |
14/11/2024 | 14,25% | 0,07 CHF | 0,08 CHF | 1 158 700 | 1 158 700 | 1 158 090 | 1 158 090 | 75 487 CHF | 87 068 CHF | 98,56% | 98,56% |
13/11/2024 | 14,32% | 0,07 CHF | 0,08 CHF | 1 143 000 | 1 143 000 | 1 145 280 | 1 145 280 | 74 261 CHF | 85 713 CHF | 100,00% | 100,00% |
12/11/2024 | 13,63% | 0,07 CHF | 0,08 CHF | 1 052 600 | 1 052 600 | 1 042 820 | 1 042 820 | 71 349 CHF | 81 777 CHF | 99,88% | 99,88% |
11/11/2024 | 13,27% | 0,07 CHF | 0,08 CHF | 1 092 100 | 1 092 100 | 1 092 100 | 1 092 100 | 76 861 CHF | 87 782 CHF | 100,00% | 100,00% |
08/11/2024 | 14,11% | 0,07 CHF | 0,08 CHF | 1 152 000 | 1 152 000 | 1 151 190 | 1 151 190 | 75 877 CHF | 87 389 CHF | 99,05% | 99,05% |
07/11/2024 | 13,24% | 0,07 CHF | 0,08 CHF | 1 033 400 | 1 033 400 | 1 011 770 | 1 011 770 | 71 446 CHF | 81 563 CHF | 100,00% | 100,00% |