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 | 19,94% | 0,05 CHF | 0,06 CHF | 1 414 700 | 1 414 700 | 1 407 100 | 1 407 100 | 63 569 CHF | 77 640 CHF | 100,00% | 100,00% |
19/11/2024 | 18,75% | 0,05 CHF | 0,06 CHF | 1 352 900 | 1 352 900 | 1 351 510 | 1 351 510 | 65 449 CHF | 78 965 CHF | 100,00% | 100,00% |
18/11/2024 | 19,65% | 0,05 CHF | 0,06 CHF | 1 213 800 | 1 213 800 | 1 204 700 | 1 204 700 | 55 417 CHF | 67 464 CHF | 100,00% | 100,00% |
15/11/2024 | 18,16% | 0,05 CHF | 0,06 CHF | 1 184 500 | 1 184 500 | 1 166 910 | 1 166 910 | 58 426 CHF | 70 095 CHF | 100,00% | 100,00% |
14/11/2024 | 15,79% | 0,05 CHF | 0,06 CHF | 920 500 | 920 500 | 925 553 | 925 553 | 54 233 CHF | 63 489 CHF | 99,35% | 99,35% |
13/11/2024 | 14,54% | 0,07 CHF | 0,08 CHF | 1 106 700 | 1 106 700 | 1 095 920 | 1 095 920 | 70 110 CHF | 81 069 CHF | 100,00% | 100,00% |
12/11/2024 | 17,77% | 0,06 CHF | 0,07 CHF | 1 169 700 | 1 169 700 | 1 153 980 | 1 153 980 | 59 292 CHF | 70 831 CHF | 100,00% | 100,00% |
11/11/2024 | 17,19% | 0,05 CHF | 0,06 CHF | 1 117 300 | 1 117 300 | 1 121 280 | 1 121 280 | 59 933 CHF | 71 146 CHF | 99,93% | 99,93% |
08/11/2024 | 16,42% | 0,06 CHF | 0,07 CHF | 1 469 900 | 1 469 900 | 1 461 570 | 1 461 570 | 81 898 CHF | 96 514 CHF | 99,40% | 99,40% |
07/11/2024 | 19,89% | 0,05 CHF | 0,06 CHF | 1 054 100 | 1 054 100 | 1 052 010 | 1 052 010 | 47 779 CHF | 58 300 CHF | 100,00% | 100,00% |