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 | 6,13% | 0,16 CHF | 0,17 CHF | 1 161 500 | 1 161 500 | 518 177 | 518 177 | 83 393 CHF | 88 585 CHF | 99,90% | 99,90% |
19/11/2024 | 6,23% | 0,16 CHF | 0,17 CHF | 1 325 000 | 1 325 000 | 586 510 | 586 510 | 92 816 CHF | 98 692 CHF | 100,00% | 100,00% |
18/11/2024 | 6,54% | 0,15 CHF | 0,16 CHF | 1 244 900 | 1 244 900 | 551 588 | 551 588 | 83 654 CHF | 89 180 CHF | 99,90% | 99,90% |
15/11/2024 | 7,27% | 0,16 CHF | 0,17 CHF | 1 385 400 | 1 385 400 | 524 879 | 524 879 | 77 171 CHF | 82 443 CHF | 98,39% | 98,39% |
14/11/2024 | 7,09% | 0,14 CHF | 0,15 CHF | 1 448 000 | 1 448 000 | 641 256 | 641 256 | 89 156 CHF | 95 582 CHF | 100,00% | 100,00% |
13/11/2024 | 7,75% | 0,14 CHF | 0,14 CHF | 1 431 500 | 1 431 500 | 623 706 | 623 706 | 80 097 CHF | 86 346 CHF | 100,00% | 100,00% |
12/11/2024 | 7,70% | 0,13 CHF | 0,14 CHF | 1 716 300 | 1 716 300 | 756 904 | 756 904 | 96 670 CHF | 104 253 CHF | 100,00% | 100,00% |
11/11/2024 | 11,01% | 0,12 CHF | 0,13 CHF | 1 539 400 | 1 539 400 | 648 908 | 648 908 | 71 646 CHF | 78 682 CHF | 99,90% | 99,90% |
08/11/2024 | 9,27% | 0,12 CHF | 0,13 CHF | 2 072 200 | 2 072 200 | 899 096 | 899 096 | 101 693 CHF | 110 862 CHF | 99,19% | 99,19% |
07/11/2024 | 9,57% | 0,10 CHF | 0,11 CHF | 1 626 000 | 1 626 000 | 728 786 | 728 786 | 72 952 CHF | 80 256 CHF | 100,00% | 100,00% |