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 | 5,26% | 0,09 CHF | 0,10 CHF | 1 915 600 | 1 915 600 | 1 873 920 | 1 873 920 | 173 463 CHF | 182 832 CHF | 100,00% | 100,00% |
19/11/2024 | 5,04% | 0,10 CHF | 0,11 CHF | 1 846 500 | 1 846 500 | 1 949 310 | 1 949 310 | 188 264 CHF | 198 011 CHF | 100,00% | 100,00% |
18/11/2024 | 5,40% | 0,09 CHF | 0,10 CHF | 2 017 300 | 2 017 300 | 2 012 730 | 2 012 730 | 181 360 CHF | 191 424 CHF | 100,00% | 100,00% |
15/11/2024 | 5,44% | 0,09 CHF | 0,10 CHF | 2 010 600 | 2 010 600 | 2 033 800 | 2 033 800 | 181 950 CHF | 192 119 CHF | 98,67% | 98,67% |
14/11/2024 | 5,59% | 0,09 CHF | 0,10 CHF | 2 048 800 | 2 048 800 | 1 884 730 | 1 884 730 | 164 229 CHF | 173 652 CHF | 99,91% | 99,91% |
13/11/2024 | 4,92% | 0,10 CHF | 0,10 CHF | 1 777 900 | 1 777 900 | 1 756 570 | 1 756 570 | 174 244 CHF | 183 026 CHF | 100,00% | 100,00% |
12/11/2024 | 4,85% | 0,10 CHF | 0,11 CHF | 1 742 600 | 1 742 600 | 1 717 720 | 1 717 720 | 172 793 CHF | 181 381 CHF | 100,00% | 100,00% |
11/11/2024 | 4,63% | 0,11 CHF | 0,11 CHF | 1 701 500 | 1 701 500 | 1 550 350 | 1 550 350 | 163 421 CHF | 171 173 CHF | 100,00% | 100,00% |
08/11/2024 | 4,01% | 0,12 CHF | 0,13 CHF | 1 450 800 | 1 450 800 | 1 497 980 | 1 497 980 | 183 283 CHF | 190 773 CHF | 100,00% | 100,00% |
07/11/2024 | 4,18% | 0,12 CHF | 0,13 CHF | 1 529 300 | 1 529 300 | 1 552 880 | 1 552 880 | 181 750 CHF | 189 514 CHF | 100,00% | 100,00% |