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 | 42,17% | 0,02 CHF | 0,03 CHF | 2 447 200 | 2 447 200 | 2 380 680 | 2 380 680 | 44 964 CHF | 68 771 CHF | 100,00% | 100,00% |
19/11/2024 | 48,89% | 0,02 CHF | 0,03 CHF | 2 335 500 | 2 335 500 | 2 381 590 | 2 381 590 | 37 024 CHF | 60 840 CHF | 100,00% | 100,00% |
18/11/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 2 201 900 | 2 201 900 | 2 185 670 | 2 185 670 | 43 713 CHF | 65 570 CHF | 100,00% | 100,00% |
15/11/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 2 310 300 | 2 310 300 | 2 315 180 | 2 315 180 | 46 304 CHF | 69 455 CHF | 100,00% | 100,00% |
14/11/2024 | 48,48% | 0,02 CHF | 0,03 CHF | 2 475 600 | 2 475 600 | 2 499 660 | 2 499 660 | 39 382 CHF | 64 379 CHF | 100,00% | 100,00% |
13/11/2024 | 42,92% | 0,02 CHF | 0,03 CHF | 2 386 100 | 2 386 100 | 2 324 780 | 2 324 780 | 43 026 CHF | 66 274 CHF | 100,00% | 100,00% |
12/11/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 2 226 500 | 2 226 500 | 2 217 310 | 2 217 310 | 44 346 CHF | 66 519 CHF | 99,86% | 99,86% |
11/11/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 2 219 900 | 2 219 900 | 2 275 490 | 2 275 490 | 45 510 CHF | 68 265 CHF | 99,68% | 99,68% |
08/11/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 2 358 200 | 2 358 200 | 2 337 890 | 2 337 890 | 46 758 CHF | 70 137 CHF | 99,20% | 99,20% |
07/11/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 2 321 200 | 2 321 200 | 2 311 630 | 2 311 630 | 46 233 CHF | 69 349 CHF | 100,00% | 100,00% |