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 | 15,57% | 0,06 CHF | 0,07 CHF | 2 129 900 | 2 129 900 | 2 094 620 | 2 094 620 | 124 246 CHF | 145 192 CHF | 100,00% | 100,00% |
19/11/2024 | 15,72% | 0,06 CHF | 0,07 CHF | 1 585 500 | 1 585 500 | 1 586 120 | 1 586 120 | 93 382 CHF | 109 243 CHF | 99,30% | 99,30% |
18/11/2024 | 10,70% | 0,08 CHF | 0,09 CHF | 1 330 900 | 1 330 900 | 1 322 450 | 1 322 450 | 117 228 CHF | 130 453 CHF | 100,00% | 100,00% |
15/11/2024 | 9,52% | 0,10 CHF | 0,11 CHF | 1 267 900 | 1 267 900 | 1 261 170 | 1 261 170 | 126 225 CHF | 138 837 CHF | 100,00% | 100,00% |
14/11/2024 | 8,55% | 0,11 CHF | 0,12 CHF | 1 682 000 | 1 682 000 | 1 641 050 | 1 641 050 | 184 375 CHF | 200 786 CHF | 99,39% | 99,39% |
13/11/2024 | 13,63% | 0,07 CHF | 0,08 CHF | 1 870 100 | 1 870 100 | 1 855 000 | 1 855 000 | 127 048 CHF | 145 599 CHF | 100,00% | 100,00% |
12/11/2024 | 10,97% | 0,07 CHF | 0,08 CHF | 1 287 500 | 1 287 500 | 1 252 830 | 1 252 830 | 108 391 CHF | 120 920 CHF | 99,28% | 99,28% |
11/11/2024 | 8,81% | 0,11 CHF | 0,12 CHF | 1 347 600 | 1 347 600 | 1 342 040 | 1 342 040 | 145 662 CHF | 159 083 CHF | 100,00% | 100,00% |
08/11/2024 | 9,45% | 0,10 CHF | 0,11 CHF | 1 113 300 | 1 113 300 | 1 104 440 | 1 104 440 | 111 809 CHF | 122 853 CHF | 98,92% | 98,92% |
07/11/2024 | 8,56% | 0,13 CHF | 0,14 CHF | 1 229 400 | 1 229 400 | 1 244 340 | 1 244 340 | 139 449 CHF | 151 893 CHF | 100,00% | 100,00% |