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 | 6,87% | 0,07 CHF | 0,07 CHF | 2 041 400 | 2 041 400 | 2 041 400 | 2 041 400 | 143 920 CHF | 154 127 CHF | 100,00% | 100,00% |
19/11/2024 | 7,78% | 0,07 CHF | 0,07 CHF | 1 650 600 | 1 650 600 | 1 650 600 | 1 650 600 | 103 183 CHF | 111 436 CHF | 100,00% | 100,00% |
18/11/2024 | 5,40% | 0,09 CHF | 0,10 CHF | 1 656 100 | 1 656 100 | 1 656 100 | 1 656 100 | 149 363 CHF | 157 643 CHF | 100,00% | 100,00% |
15/11/2024 | 5,59% | 0,09 CHF | 0,09 CHF | 1 770 500 | 1 770 500 | 1 770 500 | 1 770 500 | 154 235 CHF | 163 087 CHF | 100,00% | 100,00% |
14/11/2024 | 6,50% | 0,08 CHF | 0,09 CHF | 2 114 000 | 2 114 000 | 2 114 000 | 2 114 000 | 157 841 CHF | 168 411 CHF | 100,00% | 100,00% |
13/11/2024 | 7,05% | 0,07 CHF | 0,07 CHF | 2 062 500 | 2 062 500 | 2 062 500 | 2 062 500 | 141 534 CHF | 151 846 CHF | 100,00% | 100,00% |
12/11/2024 | 6,09% | 0,07 CHF | 0,07 CHF | 1 573 200 | 1 573 200 | 1 573 200 | 1 573 200 | 125 686 CHF | 133 552 CHF | 100,00% | 100,00% |
11/11/2024 | 5,45% | 0,09 CHF | 0,10 CHF | 1 831 700 | 1 831 700 | 1 831 700 | 1 831 700 | 163 641 CHF | 172 800 CHF | 100,00% | 100,00% |
08/11/2024 | 6,20% | 0,08 CHF | 0,08 CHF | 1 644 100 | 1 644 100 | 1 644 100 | 1 644 100 | 128 693 CHF | 136 913 CHF | 100,00% | 100,00% |
07/11/2024 | 5,13% | 0,09 CHF | 0,10 CHF | 1 639 700 | 1 639 700 | 1 639 700 | 1 639 700 | 155 792 CHF | 163 990 CHF | 99,68% | 99,68% |