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 | 32,51% | 0,03 CHF | 0,04 CHF | 980 800 | 980 800 | 954 155 | 954 155 | 24 676 CHF | 34 217 CHF | 100,00% | 100,00% |
19/11/2024 | 37,46% | 0,03 CHF | 0,04 CHF | 913 700 | 913 700 | 931 747 | 931 747 | 20 383 CHF | 29 700 CHF | 100,00% | 100,00% |
18/11/2024 | 28,81% | 0,03 CHF | 0,04 CHF | 791 800 | 791 800 | 785 974 | 785 974 | 23 393 CHF | 31 253 CHF | 100,00% | 100,00% |
15/11/2024 | 27,97% | 0,03 CHF | 0,04 CHF | 913 900 | 913 900 | 915 831 | 915 831 | 28 303 CHF | 37 461 CHF | 100,00% | 100,00% |
14/11/2024 | 33,33% | 0,03 CHF | 0,04 CHF | 1 029 600 | 1 029 600 | 1 039 620 | 1 039 620 | 25 991 CHF | 36 387 CHF | 100,00% | 100,00% |
13/11/2024 | 32,75% | 0,03 CHF | 0,04 CHF | 902 500 | 902 500 | 879 277 | 879 277 | 22 516 CHF | 31 309 CHF | 100,00% | 100,00% |
12/11/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 796 000 | 796 000 | 792 718 | 792 718 | 23 782 CHF | 31 709 CHF | 99,85% | 99,85% |
11/11/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 821 800 | 821 800 | 842 366 | 842 366 | 25 271 CHF | 33 695 CHF | 99,70% | 99,70% |
08/11/2024 | 28,51% | 0,03 CHF | 0,04 CHF | 908 100 | 908 100 | 900 272 | 900 272 | 27 089 CHF | 36 092 CHF | 99,22% | 99,22% |
07/11/2024 | 29,00% | 0,03 CHF | 0,04 CHF | 874 800 | 874 800 | 871 193 | 871 193 | 25 745 CHF | 34 457 CHF | 100,00% | 100,00% |