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 | 16,67% | 0,06 CHF | 0,07 CHF | 1 125 800 | 1 125 800 | 1 098 220 | 1 098 220 | 60 402 CHF | 71 384 CHF | 100,00% | 100,00% |
19/11/2024 | 17,81% | 0,05 CHF | 0,06 CHF | 1 171 700 | 1 171 700 | 1 140 060 | 1 140 060 | 58 437 CHF | 69 842 CHF | 100,00% | 100,00% |
18/11/2024 | 18,18% | 0,05 CHF | 0,06 CHF | 1 228 200 | 1 228 200 | 1 196 220 | 1 196 220 | 59 811 CHF | 71 773 CHF | 100,00% | 100,00% |
15/11/2024 | 18,69% | 0,05 CHF | 0,06 CHF | 1 321 600 | 1 321 600 | 1 277 210 | 1 277 210 | 62 143 CHF | 74 915 CHF | 100,00% | 100,00% |
14/11/2024 | 20,00% | 0,05 CHF | 0,06 CHF | 1 306 300 | 1 306 300 | 1 277 190 | 1 277 190 | 57 474 CHF | 70 246 CHF | 99,35% | 99,35% |
13/11/2024 | 19,32% | 0,05 CHF | 0,06 CHF | 1 308 600 | 1 308 600 | 1 272 350 | 1 272 350 | 59 569 CHF | 72 293 CHF | 100,00% | 100,00% |
12/11/2024 | 19,17% | 0,05 CHF | 0,06 CHF | 1 191 900 | 1 191 900 | 1 177 170 | 1 177 170 | 55 612 CHF | 67 383 CHF | 68,32% | 100,00% |
11/11/2024 | 16,84% | 0,05 CHF | 0,06 CHF | 1 075 800 | 1 075 800 | 1 030 770 | 1 030 770 | 56 083 CHF | 66 391 CHF | 99,93% | 99,93% |
08/11/2024 | 15,28% | 0,06 CHF | 0,07 CHF | 837 700 | 837 700 | 802 469 | 802 469 | 48 599 CHF | 56 623 CHF | 100,00% | 100,00% |
07/11/2024 | 12,53% | 0,08 CHF | 0,09 CHF | 886 800 | 886 800 | 864 291 | 864 291 | 64 679 CHF | 73 322 CHF | 98,53% | 98,53% |