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 | 66,67% | 0,01 CHF | 0,02 CHF | 2 984 700 | 2 984 700 | 2 949 430 | 2 949 430 | 29 494 CHF | 58 989 CHF | 100,00% | 100,00% |
19/11/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 2 781 500 | 2 781 500 | 2 830 510 | 2 830 510 | 28 305 CHF | 56 610 CHF | 100,00% | 100,00% |
18/11/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 2 766 300 | 2 766 300 | 2 760 270 | 2 760 270 | 27 603 CHF | 55 205 CHF | 100,00% | 100,00% |
15/11/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 2 814 300 | 2 814 300 | 2 767 660 | 2 767 660 | 27 677 CHF | 55 353 CHF | 100,00% | 100,00% |
14/11/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 2 877 500 | 2 877 500 | 2 886 700 | 2 886 700 | 28 867 CHF | 57 734 CHF | 100,00% | 100,00% |
13/11/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 2 702 100 | 2 702 100 | 2 702 100 | 2 702 100 | 27 021 CHF | 54 042 CHF | 100,00% | 100,00% |
12/11/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 2 426 600 | 2 426 600 | 2 387 740 | 2 387 740 | 23 877 CHF | 47 755 CHF | 99,86% | 99,86% |
11/11/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 2 360 000 | 2 360 000 | 2 359 000 | 2 359 000 | 23 590 CHF | 47 180 CHF | 99,66% | 99,66% |
08/11/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 2 154 100 | 2 154 100 | 2 153 660 | 2 153 660 | 21 537 CHF | 43 073 CHF | 98,73% | 98,73% |
07/11/2024 | 60,94% | 0,01 CHF | 0,02 CHF | 2 144 300 | 2 144 300 | 2 135 670 | 2 135 670 | 24 995 CHF | 46 352 CHF | 99,44% | 99,44% |