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 | 25,67% | 0,04 CHF | 0,05 CHF | 2 351 400 | 2 351 400 | 1 049 210 | 1 049 210 | 35 719 CHF | 46 231 CHF | 99,90% | 99,90% |
19/11/2024 | 25,09% | 0,04 CHF | 0,05 CHF | 2 153 900 | 2 153 900 | 889 798 | 889 798 | 31 426 CHF | 40 344 CHF | 100,00% | 100,00% |
18/11/2024 | 25,37% | 0,04 CHF | 0,05 CHF | 2 269 600 | 2 269 600 | 1 033 660 | 1 033 660 | 36 178 CHF | 46 534 CHF | 99,90% | 99,90% |
15/11/2024 | 25,30% | 0,04 CHF | 0,05 CHF | 2 242 800 | 2 242 800 | 916 175 | 916 175 | 32 340 CHF | 41 521 CHF | 100,00% | 100,00% |
14/11/2024 | 25,36% | 0,04 CHF | 0,05 CHF | 2 189 900 | 2 189 900 | 976 961 | 976 961 | 34 194 CHF | 43 982 CHF | 100,00% | 100,00% |
13/11/2024 | 27,13% | 0,04 CHF | 0,05 CHF | 2 327 000 | 2 327 000 | 1 045 590 | 1 045 590 | 34 881 CHF | 45 358 CHF | 98,76% | 99,94% |
12/11/2024 | 25,36% | 0,04 CHF | 0,05 CHF | 2 183 300 | 2 183 300 | 958 632 | 958 632 | 33 571 CHF | 43 175 CHF | 100,00% | 100,00% |
11/11/2024 | 58,09% | 0,04 CHF | 0,05 CHF | 2 367 000 | 2 367 000 | 593 596 | 593 596 | 21 819 CHF | 37 670 CHF | 99,54% | 99,54% |
08/11/2024 | 28,97% | 0,03 CHF | 0,04 CHF | 2 615 700 | 2 615 700 | 1 187 000 | 1 187 000 | 35 627 CHF | 47 520 CHF | 98,76% | 98,76% |
07/11/2024 | 28,97% | 0,03 CHF | 0,04 CHF | 2 674 100 | 2 674 100 | 1 182 140 | 1 182 140 | 35 464 CHF | 47 308 CHF | 100,00% | 100,00% |