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 | 29,88% | 0,03 CHF | 0,04 CHF | 2 332 600 | 2 332 600 | 2 332 200 | 2 332 200 | 66 770 CHF | 90 092 CHF | 100,00% | 100,00% |
19/11/2024 | 32,68% | 0,03 CHF | 0,04 CHF | 2 009 200 | 2 009 200 | 2 009 600 | 2 009 600 | 51 617 CHF | 71 713 CHF | 100,00% | 100,00% |
18/11/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 2 084 100 | 2 084 100 | 2 108 500 | 2 108 500 | 63 255 CHF | 84 340 CHF | 100,00% | 100,00% |
15/11/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 2 053 400 | 2 053 400 | 2 013 070 | 2 013 070 | 60 392 CHF | 80 523 CHF | 100,00% | 100,00% |
14/11/2024 | 29,67% | 0,03 CHF | 0,04 CHF | 2 334 900 | 2 334 900 | 2 382 590 | 2 382 590 | 68 686 CHF | 92 512 CHF | 100,00% | 100,00% |
13/11/2024 | 33,33% | 0,03 CHF | 0,04 CHF | 2 604 100 | 2 604 100 | 2 650 790 | 2 650 790 | 66 270 CHF | 92 778 CHF | 100,00% | 100,00% |
12/11/2024 | 32,37% | 0,03 CHF | 0,04 CHF | 2 040 200 | 2 040 200 | 2 000 570 | 2 000 570 | 52 043 CHF | 72 049 CHF | 99,86% | 99,86% |
11/11/2024 | 26,02% | 0,04 CHF | 0,05 CHF | 2 062 300 | 2 062 300 | 2 063 950 | 2 063 950 | 69 284 CHF | 89 924 CHF | 99,70% | 99,70% |
08/11/2024 | 23,98% | 0,03 CHF | 0,04 CHF | 1 064 500 | 1 064 500 | 1 015 430 | 1 015 430 | 38 982 CHF | 49 403 CHF | 98,81% | 98,81% |
07/11/2024 | 14,23% | 0,07 CHF | 0,08 CHF | 1 129 000 | 1 129 000 | 1 132 860 | 1 132 860 | 74 358 CHF | 85 686 CHF | 100,00% | 100,00% |