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 | 23,82% | 0,04 CHF | 0,05 CHF | 1 766 700 | 1 766 700 | 1 759 440 | 1 759 440 | 65 342 CHF | 82 936 CHF | 100,00% | 100,00% |
19/11/2024 | 25,58% | 0,04 CHF | 0,05 CHF | 1 649 400 | 1 649 400 | 1 643 220 | 1 643 220 | 56 255 CHF | 72 688 CHF | 100,00% | 100,00% |
18/11/2024 | 24,79% | 0,04 CHF | 0,05 CHF | 1 656 500 | 1 656 500 | 1 649 670 | 1 649 670 | 58 372 CHF | 74 869 CHF | 100,00% | 100,00% |
15/11/2024 | 21,94% | 0,04 CHF | 0,05 CHF | 1 482 600 | 1 482 600 | 1 457 380 | 1 457 380 | 59 215 CHF | 73 789 CHF | 100,00% | 100,00% |
14/11/2024 | 21,07% | 0,05 CHF | 0,06 CHF | 1 481 700 | 1 481 700 | 1 505 260 | 1 505 260 | 64 016 CHF | 79 069 CHF | 100,00% | 100,00% |
13/11/2024 | 21,47% | 0,04 CHF | 0,05 CHF | 1 507 400 | 1 507 400 | 1 479 380 | 1 479 380 | 61 583 CHF | 76 377 CHF | 100,00% | 100,00% |
12/11/2024 | 20,09% | 0,04 CHF | 0,05 CHF | 1 229 800 | 1 229 800 | 1 178 730 | 1 178 730 | 52 801 CHF | 64 589 CHF | 99,86% | 99,86% |
11/11/2024 | 16,90% | 0,06 CHF | 0,07 CHF | 1 337 200 | 1 337 200 | 1 331 670 | 1 331 670 | 72 200 CHF | 85 516 CHF | 99,66% | 99,66% |
08/11/2024 | 19,39% | 0,05 CHF | 0,06 CHF | 1 169 500 | 1 169 500 | 1 164 800 | 1 164 800 | 54 383 CHF | 66 031 CHF | 99,48% | 99,48% |
07/11/2024 | 17,98% | 0,06 CHF | 0,07 CHF | 1 528 600 | 1 528 600 | 1 523 570 | 1 523 570 | 77 533 CHF | 92 768 CHF | 99,39% | 99,39% |