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 | 14,29% | 0,07 CHF | 0,08 CHF | 1 567 400 | 1 567 400 | 1 567 400 | 1 567 400 | 101 881 CHF | 117 555 CHF | 100,00% | 100,00% |
19/11/2024 | 15,14% | 0,06 CHF | 0,07 CHF | 1 646 900 | 1 646 900 | 1 614 490 | 1 614 490 | 98 601 CHF | 114 746 CHF | 99,86% | 99,86% |
18/11/2024 | 14,65% | 0,06 CHF | 0,07 CHF | 1 555 700 | 1 555 700 | 1 561 350 | 1 561 350 | 98 903 CHF | 114 517 CHF | 100,00% | 100,00% |
15/11/2024 | 14,45% | 0,07 CHF | 0,08 CHF | 1 545 700 | 1 545 700 | 1 545 700 | 1 545 700 | 99 337 CHF | 114 794 CHF | 100,00% | 100,00% |
14/11/2024 | 15,15% | 0,07 CHF | 0,08 CHF | 1 547 100 | 1 547 100 | 1 577 310 | 1 577 310 | 96 289 CHF | 112 062 CHF | 100,00% | 100,00% |
13/11/2024 | 14,37% | 0,07 CHF | 0,08 CHF | 1 561 600 | 1 561 600 | 1 561 600 | 1 561 600 | 100 893 CHF | 116 509 CHF | 100,00% | 100,00% |
12/11/2024 | 14,29% | 0,07 CHF | 0,08 CHF | 1 505 700 | 1 505 700 | 1 505 700 | 1 505 700 | 97 871 CHF | 112 928 CHF | 99,89% | 99,89% |
11/11/2024 | 14,17% | 0,07 CHF | 0,08 CHF | 1 493 300 | 1 493 300 | 1 493 300 | 1 493 300 | 97 998 CHF | 112 931 CHF | 100,00% | 100,00% |
08/11/2024 | 14,12% | 0,07 CHF | 0,08 CHF | 1 379 300 | 1 379 300 | 1 379 300 | 1 379 300 | 90 862 CHF | 104 655 CHF | 98,90% | 98,90% |
07/11/2024 | 12,90% | 0,08 CHF | 0,09 CHF | 1 516 800 | 1 516 800 | 1 516 800 | 1 516 800 | 110 165 CHF | 125 333 CHF | 100,00% | 100,00% |