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 | 22,22% | 0,04 CHF | 0,05 CHF | 2 390 000 | 2 390 000 | 2 390 000 | 2 390 000 | 95 609 CHF | 119 509 CHF | 100,00% | 100,00% |
19/11/2024 | 22,27% | 0,04 CHF | 0,05 CHF | 2 188 900 | 2 188 900 | 2 188 900 | 2 188 900 | 87 414 CHF | 109 303 CHF | 99,90% | 99,90% |
18/11/2024 | 20,46% | 0,04 CHF | 0,05 CHF | 2 047 800 | 2 047 800 | 2 027 810 | 2 027 810 | 89 127 CHF | 109 405 CHF | 100,00% | 100,00% |
15/11/2024 | 19,04% | 0,05 CHF | 0,06 CHF | 1 664 700 | 1 664 700 | 1 668 040 | 1 668 040 | 79 501 CHF | 96 181 CHF | 100,00% | 100,00% |
14/11/2024 | 16,63% | 0,06 CHF | 0,07 CHF | 1 597 400 | 1 597 400 | 1 597 400 | 1 597 400 | 88 065 CHF | 104 039 CHF | 100,00% | 100,00% |
13/11/2024 | 15,25% | 0,06 CHF | 0,07 CHF | 1 622 400 | 1 622 400 | 1 591 390 | 1 591 390 | 96 573 CHF | 112 487 CHF | 100,00% | 100,00% |
12/11/2024 | 15,38% | 0,06 CHF | 0,07 CHF | 1 492 100 | 1 492 100 | 1 468 110 | 1 468 110 | 88 087 CHF | 102 768 CHF | 99,92% | 99,92% |
11/11/2024 | 14,29% | 0,07 CHF | 0,08 CHF | 1 530 500 | 1 530 500 | 1 530 500 | 1 530 500 | 99 483 CHF | 114 788 CHF | 100,00% | 100,00% |
08/11/2024 | 15,14% | 0,06 CHF | 0,07 CHF | 1 470 800 | 1 470 800 | 1 440 260 | 1 440 260 | 88 008 CHF | 102 411 CHF | 98,95% | 98,95% |
07/11/2024 | 14,17% | 0,07 CHF | 0,08 CHF | 1 479 400 | 1 479 400 | 1 479 400 | 1 479 400 | 97 115 CHF | 111 909 CHF | 100,00% | 100,00% |