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 | 18,92% | 0,05 CHF | 0,06 CHF | 2 148 000 | 2 148 000 | 938 144 | 938 144 | 44 524 CHF | 53 924 CHF | 99,90% | 99,90% |
19/11/2024 | 20,31% | 0,05 CHF | 0,06 CHF | 2 228 900 | 2 228 900 | 994 588 | 994 588 | 44 757 CHF | 54 721 CHF | 99,84% | 99,84% |
18/11/2024 | 20,27% | 0,05 CHF | 0,06 CHF | 2 246 500 | 2 246 500 | 999 359 | 999 359 | 45 226 CHF | 55 239 CHF | 99,90% | 99,90% |
15/11/2024 | 17,34% | 0,05 CHF | 0,06 CHF | 1 724 700 | 1 724 700 | 756 300 | 756 300 | 38 547 CHF | 46 125 CHF | 99,90% | 99,90% |
14/11/2024 | 13,88% | 0,07 CHF | 0,08 CHF | 1 468 100 | 1 468 100 | 654 962 | 654 962 | 44 192 CHF | 50 754 CHF | 100,00% | 100,00% |
13/11/2024 | 15,45% | 0,06 CHF | 0,07 CHF | 1 659 100 | 1 659 100 | 740 045 | 740 045 | 44 855 CHF | 52 269 CHF | 100,00% | 100,00% |
12/11/2024 | 15,44% | 0,06 CHF | 0,07 CHF | 1 645 400 | 1 645 400 | 732 248 | 732 248 | 45 074 CHF | 52 410 CHF | 99,86% | 99,86% |
11/11/2024 | 13,87% | 0,07 CHF | 0,08 CHF | 1 452 800 | 1 452 800 | 647 845 | 647 845 | 43 931 CHF | 50 421 CHF | 99,90% | 99,90% |
08/11/2024 | 13,07% | 0,07 CHF | 0,08 CHF | 1 370 800 | 1 370 800 | 614 552 | 614 552 | 44 156 CHF | 50 313 CHF | 98,88% | 98,88% |
07/11/2024 | 12,72% | 0,08 CHF | 0,09 CHF | 1 390 000 | 1 390 000 | 619 616 | 619 616 | 46 460 CHF | 52 668 CHF | 99,90% | 99,90% |