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 | 14,60% | 0,06 CHF | 0,07 CHF | 1 978 200 | 1 978 200 | 1 947 260 | 1 947 260 | 123 739 CHF | 143 211 CHF | 100,00% | 100,00% |
19/11/2024 | 14,86% | 0,07 CHF | 0,08 CHF | 1 898 200 | 1 898 200 | 1 917 690 | 1 917 690 | 119 591 CHF | 138 768 CHF | 100,00% | 100,00% |
18/11/2024 | 13,90% | 0,07 CHF | 0,08 CHF | 1 795 200 | 1 795 200 | 1 784 770 | 1 784 770 | 119 635 CHF | 137 483 CHF | 100,00% | 100,00% |
15/11/2024 | 12,75% | 0,07 CHF | 0,08 CHF | 1 741 100 | 1 741 100 | 1 741 100 | 1 741 100 | 128 009 CHF | 145 420 CHF | 100,00% | 100,00% |
14/11/2024 | 13,53% | 0,08 CHF | 0,09 CHF | 1 855 600 | 1 855 600 | 1 878 070 | 1 878 070 | 129 647 CHF | 148 428 CHF | 100,00% | 100,00% |
13/11/2024 | 14,12% | 0,07 CHF | 0,08 CHF | 1 897 500 | 1 897 500 | 1 896 820 | 1 896 820 | 124 897 CHF | 143 865 CHF | 100,00% | 100,00% |
12/11/2024 | 13,39% | 0,07 CHF | 0,08 CHF | 1 702 900 | 1 702 900 | 1 675 200 | 1 675 200 | 116 737 CHF | 133 489 CHF | 100,00% | 100,00% |
11/11/2024 | 11,61% | 0,08 CHF | 0,09 CHF | 1 579 800 | 1 579 800 | 1 574 180 | 1 574 180 | 127 772 CHF | 143 514 CHF | 100,00% | 100,00% |
08/11/2024 | 11,41% | 0,08 CHF | 0,09 CHF | 1 375 600 | 1 375 600 | 1 367 400 | 1 367 400 | 113 195 CHF | 126 869 CHF | 99,19% | 99,19% |
07/11/2024 | 9,40% | 0,10 CHF | 0,11 CHF | 1 275 700 | 1 275 700 | 1 261 530 | 1 261 530 | 127 949 CHF | 140 565 CHF | 100,00% | 100,00% |