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 | 16,08% | 0,06 CHF | 0,07 CHF | 1 797 900 | 1 797 900 | 1 769 770 | 1 769 770 | 101 388 CHF | 119 086 CHF | 100,00% | 100,00% |
19/11/2024 | 15,71% | 0,06 CHF | 0,07 CHF | 1 825 600 | 1 825 600 | 1 844 340 | 1 844 340 | 108 376 CHF | 126 819 CHF | 100,00% | 100,00% |
18/11/2024 | 16,98% | 0,06 CHF | 0,07 CHF | 2 022 400 | 2 022 400 | 2 010 660 | 2 010 660 | 108 544 CHF | 128 651 CHF | 100,00% | 100,00% |
15/11/2024 | 18,18% | 0,05 CHF | 0,06 CHF | 2 009 000 | 2 009 000 | 2 009 000 | 2 009 000 | 100 450 CHF | 120 540 CHF | 100,00% | 100,00% |
14/11/2024 | 17,01% | 0,05 CHF | 0,06 CHF | 1 744 300 | 1 744 300 | 1 765 390 | 1 765 390 | 95 371 CHF | 113 025 CHF | 100,00% | 100,00% |
13/11/2024 | 16,59% | 0,06 CHF | 0,07 CHF | 1 784 000 | 1 784 000 | 1 783 360 | 1 783 360 | 98 625 CHF | 116 459 CHF | 100,00% | 100,00% |
12/11/2024 | 16,75% | 0,06 CHF | 0,07 CHF | 2 149 600 | 2 149 600 | 2 114 670 | 2 114 670 | 115 749 CHF | 136 895 CHF | 100,00% | 100,00% |
11/11/2024 | 20,05% | 0,05 CHF | 0,06 CHF | 2 172 200 | 2 172 200 | 2 164 470 | 2 164 470 | 97 179 CHF | 118 824 CHF | 100,00% | 100,00% |
08/11/2024 | 20,39% | 0,05 CHF | 0,06 CHF | 2 733 200 | 2 733 200 | 2 716 900 | 2 716 900 | 119 931 CHF | 147 100 CHF | 99,21% | 99,21% |
07/11/2024 | 25,00% | 0,04 CHF | 0,05 CHF | 2 748 100 | 2 748 100 | 2 717 560 | 2 717 560 | 95 115 CHF | 122 290 CHF | 100,00% | 100,00% |