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 | 12,61% | 0,07 CHF | 0,08 CHF | 2 395 800 | 2 395 800 | 837 797 | 837 797 | 61 112 CHF | 69 500 CHF | 99,78% | 99,78% |
19/11/2024 | 12,59% | 0,08 CHF | 0,09 CHF | 2 543 800 | 2 543 800 | 876 290 | 876 290 | 67 369 CHF | 76 142 CHF | 100,00% | 100,00% |
18/11/2024 | 12,72% | 0,08 CHF | 0,09 CHF | 2 538 200 | 2 538 200 | 873 400 | 873 400 | 65 468 CHF | 74 213 CHF | 99,90% | 99,90% |
15/11/2024 | 13,47% | 0,08 CHF | 0,09 CHF | 2 736 900 | 2 736 900 | 933 344 | 933 344 | 66 815 CHF | 76 159 CHF | 100,00% | 100,00% |
14/11/2024 | 13,35% | 0,07 CHF | 0,08 CHF | 2 475 500 | 2 475 500 | 839 707 | 839 707 | 58 645 CHF | 67 053 CHF | 100,00% | 100,00% |
13/11/2024 | 13,36% | 0,07 CHF | 0,08 CHF | 2 558 500 | 2 558 500 | 888 197 | 888 197 | 62 664 CHF | 71 557 CHF | 100,00% | 100,00% |
12/11/2024 | 13,92% | 0,07 CHF | 0,08 CHF | 2 963 400 | 2 963 400 | 1 024 030 | 1 024 030 | 70 705 CHF | 80 958 CHF | 100,00% | 100,00% |
11/11/2024 | 13,79% | 0,07 CHF | 0,08 CHF | 2 625 300 | 2 625 300 | 908 253 | 908 253 | 60 657 CHF | 69 751 CHF | 99,77% | 99,77% |
08/11/2024 | 14,76% | 0,07 CHF | 0,08 CHF | 3 000 000 | 3 000 000 | 872 421 | 872 421 | 59 155 CHF | 67 887 CHF | 99,21% | 99,21% |
07/11/2024 | - | 0,06 CHF | - CHF | 2 878 600 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,85% |