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 | 8,85% | 0,11 CHF | 0,12 CHF | 2 161 000 | 32 000 | 2 132 390 | 32 000 | 232 629 CHF | 3 815 CHF | 100,00% | 100,00% |
19/11/2024 | 8,53% | 0,11 CHF | 0,12 CHF | 2 371 000 | 32 000 | 2 345 220 | 32 000 | 266 152 CHF | 3 956 CHF | 100,00% | 100,00% |
18/11/2024 | 8,82% | 0,11 CHF | 0,12 CHF | 2 325 000 | 32 000 | 2 305 270 | 32 000 | 252 361 CHF | 3 827 CHF | 100,00% | 100,00% |
15/11/2024 | 9,43% | 0,11 CHF | 0,12 CHF | 2 673 000 | 32 000 | 2 667 180 | 32 000 | 269 734 CHF | 3 556 CHF | 83,25% | 83,25% |
14/11/2024 | 9,91% | 0,09 CHF | 0,10 CHF | 2 446 000 | 32 000 | 2 432 500 | 32 000 | 236 186 CHF | 3 430 CHF | 100,00% | 100,00% |
13/11/2024 | 9,55% | 0,10 CHF | 0,11 CHF | 2 475 000 | 32 000 | 2 459 730 | 32 000 | 248 055 CHF | 3 550 CHF | 99,21% | 99,21% |
12/11/2024 | 10,47% | 0,10 CHF | 0,11 CHF | 2 918 000 | 32 000 | 2 868 730 | 32 000 | 262 544 CHF | 3 251 CHF | 100,00% | 100,00% |
11/11/2024 | 11,33% | 0,09 CHF | 0,10 CHF | 2 591 000 | 32 000 | 2 565 020 | 32 000 | 216 498 CHF | 3 023 CHF | 100,00% | 100,00% |
08/11/2024 | 10,60% | 0,09 CHF | 0,10 CHF | 2 904 000 | 32 000 | 2 874 440 | 32 000 | 259 332 CHF | 3 210 CHF | 100,00% | 100,00% |
07/11/2024 | 11,68% | 0,09 CHF | 0,10 CHF | 2 702 000 | 32 000 | 2 676 370 | 32 000 | 218 324 CHF | 2 933 CHF | 100,00% | 100,00% |