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 | 11,13% | 0,08 CHF | 0,09 CHF | 2 145 000 | 2 145 000 | 1 164 290 | 1 164 290 | 101 022 CHF | 112 704 CHF | 99,90% | 99,90% |
19/11/2024 | 11,18% | 0,09 CHF | 0,10 CHF | 2 131 200 | 2 131 200 | 1 179 750 | 1 179 750 | 102 303 CHF | 114 123 CHF | 100,00% | 100,00% |
18/11/2024 | 11,79% | 0,09 CHF | 0,10 CHF | 2 322 300 | 2 322 300 | 1 286 290 | 1 286 290 | 106 741 CHF | 119 638 CHF | 99,89% | 99,89% |
15/11/2024 | 11,51% | 0,08 CHF | 0,09 CHF | 2 115 500 | 2 115 500 | 1 160 550 | 1 160 550 | 96 114 CHF | 107 742 CHF | 99,90% | 99,90% |
14/11/2024 | 11,85% | 0,09 CHF | 0,10 CHF | 2 314 500 | 2 314 500 | 1 270 660 | 1 270 660 | 103 751 CHF | 116 482 CHF | 99,35% | 99,35% |
13/11/2024 | 12,64% | 0,08 CHF | 0,09 CHF | 2 407 900 | 2 407 900 | 1 322 160 | 1 322 160 | 100 036 CHF | 113 282 CHF | 100,00% | 100,00% |
12/11/2024 | 12,42% | 0,08 CHF | 0,09 CHF | 2 405 300 | 2 405 300 | 1 320 720 | 1 320 720 | 102 105 CHF | 115 338 CHF | 100,00% | 100,00% |
11/11/2024 | 11,56% | 0,08 CHF | 0,09 CHF | 2 192 600 | 2 192 600 | 1 194 820 | 1 194 820 | 97 421 CHF | 109 393 CHF | 99,66% | 99,66% |
08/11/2024 | 10,81% | 0,09 CHF | 0,10 CHF | 2 168 600 | 2 168 600 | 1 185 410 | 1 185 410 | 105 452 CHF | 117 329 CHF | 100,00% | 100,00% |
07/11/2024 | 12,42% | 0,09 CHF | 0,10 CHF | 2 484 000 | 2 484 000 | 1 374 180 | 1 374 180 | 107 634 CHF | 121 401 CHF | 100,00% | 100,00% |