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 | 15,33% | 0,03 CHF | 0,04 CHF | 1 753 800 | 1 753 800 | 1 755 170 | 1 755 170 | 52 884 CHF | 61 660 CHF | 99,44% | 99,44% |
19/11/2024 | 15,38% | 0,03 CHF | 0,04 CHF | 1 755 600 | 1 755 600 | 1 618 660 | 1 618 660 | 48 560 CHF | 56 653 CHF | 98,77% | 98,77% |
18/11/2024 | 13,70% | 0,03 CHF | 0,04 CHF | 1 578 100 | 1 578 100 | 1 412 840 | 1 412 840 | 48 031 CHF | 55 095 CHF | 98,77% | 98,77% |
15/11/2024 | 13,00% | 0,04 CHF | 0,05 CHF | 1 360 700 | 1 360 700 | 1 263 210 | 1 263 210 | 45 608 CHF | 51 924 CHF | 100,00% | 100,00% |
14/11/2024 | 11,70% | 0,04 CHF | 0,05 CHF | 1 232 300 | 1 232 300 | 1 362 310 | 1 362 310 | 54 868 CHF | 61 679 CHF | 100,00% | 100,00% |
13/11/2024 | 12,66% | 0,04 CHF | 0,05 CHF | 1 399 800 | 1 399 800 | 1 492 280 | 1 492 280 | 55 382 CHF | 62 843 CHF | 100,00% | 100,00% |
12/11/2024 | 13,20% | 0,04 CHF | 0,05 CHF | 1 520 800 | 1 520 800 | 1 702 600 | 1 702 600 | 60 222 CHF | 68 735 CHF | 99,81% | 99,81% |
11/11/2024 | 15,38% | 0,04 CHF | 0,04 CHF | 1 751 300 | 1 751 300 | 1 927 520 | 1 927 520 | 57 875 CHF | 67 513 CHF | 99,73% | 99,73% |
08/11/2024 | 16,43% | 0,03 CHF | 0,04 CHF | 1 983 800 | 1 983 800 | 1 999 290 | 1 999 290 | 56 254 CHF | 66 250 CHF | 100,00% | 100,00% |
07/11/2024 | 16,45% | 0,03 CHF | 0,03 CHF | 2 004 000 | 2 004 000 | 1 796 630 | 1 796 630 | 50 269 CHF | 59 252 CHF | 99,96% | 99,96% |