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 | 15,50% | 0,06 CHF | 0,07 CHF | 1 741 200 | 1 741 200 | 1 733 680 | 1 733 680 | 103 256 CHF | 120 593 CHF | 100,00% | 100,00% |
19/11/2024 | 16,22% | 0,06 CHF | 0,07 CHF | 1 625 800 | 1 625 800 | 1 614 300 | 1 614 300 | 91 647 CHF | 107 790 CHF | 99,45% | 99,45% |
18/11/2024 | 14,10% | 0,07 CHF | 0,08 CHF | 1 431 700 | 1 431 700 | 1 425 800 | 1 425 800 | 94 040 CHF | 108 298 CHF | 100,00% | 100,00% |
15/11/2024 | 13,38% | 0,07 CHF | 0,08 CHF | 1 363 800 | 1 363 800 | 1 358 180 | 1 358 180 | 94 717 CHF | 108 298 CHF | 100,00% | 100,00% |
14/11/2024 | 13,35% | 0,08 CHF | 0,09 CHF | 1 544 900 | 1 544 900 | 1 542 780 | 1 542 780 | 107 943 CHF | 123 371 CHF | 100,00% | 100,00% |
13/11/2024 | 14,10% | 0,07 CHF | 0,08 CHF | 1 409 800 | 1 409 800 | 1 330 290 | 1 330 290 | 87 828 CHF | 101 130 CHF | 100,00% | 100,00% |
12/11/2024 | 12,53% | 0,08 CHF | 0,09 CHF | 1 454 800 | 1 454 800 | 1 434 100 | 1 434 100 | 110 166 CHF | 124 539 CHF | 98,83% | 98,83% |
11/11/2024 | 13,83% | 0,07 CHF | 0,08 CHF | 1 596 400 | 1 596 400 | 1 614 990 | 1 614 990 | 108 943 CHF | 125 093 CHF | 99,44% | 99,44% |
08/11/2024 | 15,51% | 0,06 CHF | 0,07 CHF | 1 682 200 | 1 682 200 | 1 675 260 | 1 675 260 | 99 815 CHF | 116 567 CHF | 100,00% | 100,00% |
07/11/2024 | 15,29% | 0,06 CHF | 0,07 CHF | 1 775 900 | 1 775 900 | 1 768 580 | 1 768 580 | 106 861 CHF | 124 546 CHF | 100,00% | 100,00% |