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 | 15,74% | 0,06 CHF | 0,07 CHF | 1 056 100 | 1 056 100 | 1 056 100 | 1 056 100 | 61 903 CHF | 72 464 CHF | 99,48% | 99,48% |
19/11/2024 | 18,14% | 0,05 CHF | 0,06 CHF | 1 021 600 | 1 021 600 | 1 021 600 | 1 021 600 | 51 338 CHF | 61 554 CHF | 100,00% | 100,00% |
18/11/2024 | 16,67% | 0,06 CHF | 0,07 CHF | 1 068 800 | 1 068 800 | 1 068 800 | 1 068 800 | 58 784 CHF | 69 472 CHF | 99,90% | 99,90% |
15/11/2024 | 17,33% | 0,05 CHF | 0,06 CHF | 1 012 500 | 1 012 500 | 1 012 500 | 1 012 500 | 53 459 CHF | 63 584 CHF | 100,00% | 100,00% |
14/11/2024 | 16,59% | 0,06 CHF | 0,07 CHF | 1 064 800 | 1 064 800 | 1 064 800 | 1 064 800 | 58 879 CHF | 69 527 CHF | 98,53% | 98,53% |
13/11/2024 | 17,00% | 0,06 CHF | 0,07 CHF | 1 016 700 | 1 016 700 | 1 016 690 | 1 016 690 | 54 785 CHF | 64 952 CHF | 99,84% | 99,84% |
12/11/2024 | 15,20% | 0,06 CHF | 0,07 CHF | 908 000 | 908 000 | 905 145 | 905 145 | 55 128 CHF | 64 179 CHF | 99,88% | 99,88% |
11/11/2024 | 14,26% | 0,07 CHF | 0,08 CHF | 955 200 | 955 200 | 993 701 | 993 701 | 64 752 CHF | 74 689 CHF | 100,00% | 100,00% |
08/11/2024 | 15,70% | 0,06 CHF | 0,07 CHF | 857 900 | 857 900 | 857 763 | 857 763 | 50 477 CHF | 59 054 CHF | 98,30% | 98,30% |
07/11/2024 | 12,77% | 0,07 CHF | 0,08 CHF | 810 000 | 810 000 | 810 000 | 810 000 | 59 419 CHF | 67 519 CHF | 100,00% | 100,00% |