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 | 23,83% | 0,04 CHF | 0,05 CHF | 2 490 400 | 2 490 400 | 2 485 730 | 2 485 730 | 92 222 CHF | 117 080 CHF | 100,00% | 100,00% |
19/11/2024 | 23,42% | 0,04 CHF | 0,05 CHF | 2 144 000 | 2 144 000 | 2 139 460 | 2 139 460 | 81 002 CHF | 102 397 CHF | 100,00% | 100,00% |
18/11/2024 | 20,00% | 0,05 CHF | 0,06 CHF | 2 222 400 | 2 222 400 | 2 222 400 | 2 222 400 | 100 008 CHF | 122 232 CHF | 100,00% | 100,00% |
15/11/2024 | 20,14% | 0,04 CHF | 0,05 CHF | 1 997 500 | 1 997 500 | 1 978 160 | 1 978 160 | 88 379 CHF | 108 160 CHF | 100,00% | 100,00% |
14/11/2024 | 19,36% | 0,05 CHF | 0,06 CHF | 2 133 100 | 2 133 100 | 2 148 620 | 2 148 620 | 100 667 CHF | 122 153 CHF | 100,00% | 100,00% |
13/11/2024 | 20,32% | 0,05 CHF | 0,06 CHF | 2 122 400 | 2 122 400 | 2 112 190 | 2 112 190 | 93 510 CHF | 114 632 CHF | 100,00% | 100,00% |
12/11/2024 | 20,00% | 0,05 CHF | 0,06 CHF | 1 907 600 | 1 907 600 | 1 907 600 | 1 907 600 | 85 842 CHF | 104 918 CHF | 99,86% | 99,86% |
11/11/2024 | 18,01% | 0,05 CHF | 0,06 CHF | 1 892 600 | 1 892 600 | 1 878 370 | 1 878 370 | 94 967 CHF | 113 751 CHF | 99,68% | 99,68% |
08/11/2024 | 18,07% | 0,05 CHF | 0,06 CHF | 1 811 500 | 1 811 500 | 1 805 570 | 1 805 570 | 90 921 CHF | 108 977 CHF | 98,78% | 98,78% |
07/11/2024 | 16,67% | 0,06 CHF | 0,07 CHF | 1 807 700 | 1 807 700 | 1 807 700 | 1 807 700 | 99 424 CHF | 117 500 CHF | 100,00% | 100,00% |