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 | 11,63% | 0,09 CHF | 0,10 CHF | 1 529 900 | 1 529 900 | 1 529 900 | 1 529 900 | 123 997 CHF | 139 296 CHF | 99,45% | 99,45% |
19/11/2024 | 11,06% | 0,09 CHF | 0,10 CHF | 1 565 300 | 1 565 300 | 1 565 300 | 1 565 300 | 133 713 CHF | 149 366 CHF | 100,00% | 100,00% |
18/11/2024 | 11,18% | 0,08 CHF | 0,09 CHF | 1 512 900 | 1 512 900 | 1 512 900 | 1 512 900 | 127 780 CHF | 142 909 CHF | 99,88% | 99,88% |
15/11/2024 | 11,19% | 0,09 CHF | 0,10 CHF | 1 569 600 | 1 569 600 | 1 569 600 | 1 569 600 | 132 448 CHF | 148 144 CHF | 100,00% | 100,00% |
14/11/2024 | 11,28% | 0,08 CHF | 0,09 CHF | 1 511 400 | 1 511 400 | 1 511 400 | 1 511 400 | 126 545 CHF | 141 659 CHF | 98,57% | 98,57% |
13/11/2024 | 11,11% | 0,09 CHF | 0,10 CHF | 1 559 900 | 1 559 900 | 1 559 880 | 1 559 880 | 132 593 CHF | 148 192 CHF | 99,84% | 99,84% |
12/11/2024 | 11,76% | 0,08 CHF | 0,09 CHF | 1 678 700 | 1 678 700 | 1 673 420 | 1 673 420 | 133 874 CHF | 150 608 CHF | 99,88% | 99,88% |
11/11/2024 | 11,91% | 0,08 CHF | 0,09 CHF | 1 455 800 | 1 455 800 | 1 514 530 | 1 514 530 | 119 691 CHF | 134 836 CHF | 100,00% | 100,00% |
08/11/2024 | 11,54% | 0,08 CHF | 0,09 CHF | 1 708 200 | 1 708 200 | 1 707 920 | 1 707 920 | 139 523 CHF | 156 602 CHF | 98,30% | 98,30% |
07/11/2024 | 12,50% | 0,08 CHF | 0,09 CHF | 1 613 300 | 1 613 300 | 1 613 300 | 1 613 300 | 120 998 CHF | 137 130 CHF | 100,00% | 100,00% |