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 | 10,83% | 0,09 CHF | 0,10 CHF | 2 797 200 | 2 797 200 | 1 350 040 | 1 350 040 | 118 908 CHF | 132 439 CHF | 99,89% | 99,89% |
19/11/2024 | 10,92% | 0,09 CHF | 0,10 CHF | 2 823 700 | 2 823 700 | 1 371 180 | 1 371 180 | 120 525 CHF | 134 258 CHF | 100,00% | 100,00% |
18/11/2024 | 11,19% | 0,09 CHF | 0,10 CHF | 3 000 000 | 3 000 000 | 1 452 200 | 1 452 200 | 126 602 CHF | 141 146 CHF | 99,85% | 99,85% |
15/11/2024 | 11,05% | 0,08 CHF | 0,09 CHF | 2 829 700 | 2 829 700 | 1 365 570 | 1 365 570 | 117 639 CHF | 131 315 CHF | 99,99% | 99,99% |
14/11/2024 | 10,20% | 0,09 CHF | 0,10 CHF | 2 732 800 | 2 732 800 | 1 301 350 | 1 301 350 | 123 076 CHF | 136 109 CHF | 100,00% | 100,00% |
13/11/2024 | 9,49% | 0,10 CHF | 0,11 CHF | 2 446 100 | 2 446 100 | 1 177 740 | 1 177 740 | 120 374 CHF | 132 169 CHF | 100,00% | 100,00% |
12/11/2024 | 8,77% | 0,11 CHF | 0,12 CHF | 2 226 700 | 2 226 700 | 1 054 750 | 1 054 750 | 116 666 CHF | 127 230 CHF | 100,00% | 100,00% |
11/11/2024 | 8,46% | 0,12 CHF | 0,13 CHF | 2 140 800 | 2 140 800 | 1 031 420 | 1 031 420 | 118 414 CHF | 128 744 CHF | 100,00% | 100,00% |
08/11/2024 | 8,04% | 0,12 CHF | 0,13 CHF | 2 058 600 | 2 058 600 | 976 176 | 976 176 | 118 875 CHF | 128 651 CHF | 99,85% | 99,85% |
07/11/2024 | 8,64% | 0,12 CHF | 0,13 CHF | 2 252 200 | 2 252 200 | 1 102 510 | 1 102 510 | 127 024 CHF | 138 097 CHF | 100,00% | 100,00% |