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 | 12,86% | 0,07 CHF | 0,08 CHF | 2 010 800 | 2 010 800 | 819 529 | 819 529 | 59 936 CHF | 68 149 CHF | 99,89% | 99,89% |
19/11/2024 | 12,07% | 0,08 CHF | 0,09 CHF | 1 850 300 | 1 850 300 | 731 510 | 731 510 | 56 686 CHF | 64 015 CHF | 99,95% | 99,95% |
18/11/2024 | 12,18% | 0,08 CHF | 0,09 CHF | 1 957 300 | 1 957 300 | 748 523 | 748 523 | 59 141 CHF | 66 640 CHF | 99,89% | 99,89% |
15/11/2024 | 11,56% | 0,08 CHF | 0,09 CHF | 1 792 500 | 1 792 500 | 710 960 | 710 960 | 58 167 CHF | 65 298 CHF | 100,00% | 100,00% |
14/11/2024 | 10,79% | 0,09 CHF | 0,10 CHF | 1 750 400 | 1 750 400 | 706 753 | 706 753 | 63 463 CHF | 70 544 CHF | 99,76% | 99,76% |
13/11/2024 | 12,66% | 0,08 CHF | 0,09 CHF | 1 980 600 | 1 980 600 | 803 107 | 803 107 | 61 349 CHF | 69 394 CHF | 100,00% | 100,00% |
12/11/2024 | 11,80% | 0,07 CHF | 0,08 CHF | 1 760 700 | 1 760 700 | 700 870 | 700 870 | 55 779 CHF | 62 800 CHF | 99,95% | 99,95% |
11/11/2024 | 9,60% | 0,09 CHF | 0,10 CHF | 1 461 500 | 1 461 500 | 557 217 | 557 217 | 55 659 CHF | 61 242 CHF | 99,35% | 99,35% |
08/11/2024 | 9,37% | 0,11 CHF | 0,12 CHF | 1 401 900 | 1 401 900 | 555 856 | 555 856 | 58 131 CHF | 63 699 CHF | 99,53% | 99,53% |
07/11/2024 | 10,40% | 0,11 CHF | 0,12 CHF | 1 590 400 | 1 590 400 | 661 421 | 661 421 | 63 569 CHF | 70 198 CHF | 99,86% | 99,86% |