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 | 7,71% | 0,12 CHF | 0,13 CHF | 2 380 400 | 2 380 400 | 1 054 740 | 1 054 740 | 131 650 CHF | 142 233 CHF | 99,90% | 99,90% |
19/11/2024 | 8,14% | 0,13 CHF | 0,14 CHF | 2 514 400 | 2 514 400 | 1 127 590 | 1 127 590 | 135 789 CHF | 147 086 CHF | 100,00% | 100,00% |
18/11/2024 | 7,59% | 0,13 CHF | 0,14 CHF | 2 435 200 | 2 435 200 | 1 084 490 | 1 084 490 | 139 691 CHF | 150 556 CHF | 99,90% | 99,90% |
15/11/2024 | 6,62% | 0,13 CHF | 0,14 CHF | 2 007 300 | 2 007 300 | 865 829 | 865 829 | 126 438 CHF | 135 163 CHF | 99,69% | 99,69% |
14/11/2024 | 5,67% | 0,17 CHF | 0,18 CHF | 1 837 700 | 1 837 700 | 797 549 | 797 549 | 137 365 CHF | 145 356 CHF | 100,00% | 100,00% |
13/11/2024 | 6,44% | 0,17 CHF | 0,18 CHF | 2 014 800 | 2 014 800 | 905 740 | 905 740 | 141 150 CHF | 150 224 CHF | 100,00% | 100,00% |
12/11/2024 | 6,79% | 0,14 CHF | 0,15 CHF | 2 145 800 | 2 145 800 | 957 245 | 957 245 | 138 765 CHF | 148 355 CHF | 100,00% | 100,00% |
11/11/2024 | 6,55% | 0,14 CHF | 0,16 CHF | 2 086 100 | 2 086 100 | 925 125 | 925 125 | 137 926 CHF | 147 194 CHF | 100,00% | 100,00% |
08/11/2024 | 6,47% | 0,15 CHF | 0,16 CHF | 2 009 900 | 2 009 900 | 896 975 | 896 975 | 136 474 CHF | 145 460 CHF | 100,00% | 100,00% |
07/11/2024 | 6,78% | 0,16 CHF | 0,17 CHF | 2 122 000 | 2 122 000 | 947 448 | 947 448 | 142 370 CHF | 151 870 CHF | 99,33% | 99,33% |