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 | 39,92% | 0,03 CHF | 0,04 CHF | 1 260 500 | 1 260 500 | 1 226 240 | 1 226 240 | 24 599 CHF | 36 861 CHF | 100,00% | 100,00% |
19/11/2024 | 34,89% | 0,02 CHF | 0,03 CHF | 1 288 700 | 1 288 700 | 1 314 120 | 1 314 120 | 31 340 CHF | 44 481 CHF | 100,00% | 100,00% |
18/11/2024 | 40,67% | 0,02 CHF | 0,03 CHF | 1 508 500 | 1 508 500 | 1 497 390 | 1 497 390 | 29 458 CHF | 44 432 CHF | 100,00% | 100,00% |
15/11/2024 | 45,21% | 0,02 CHF | 0,03 CHF | 1 107 700 | 1 107 700 | 1 110 050 | 1 110 050 | 19 314 CHF | 30 415 CHF | 100,00% | 100,00% |
14/11/2024 | 33,90% | 0,02 CHF | 0,03 CHF | 1 003 800 | 1 003 800 | 1 013 550 | 1 013 550 | 24 913 CHF | 35 049 CHF | 100,00% | 100,00% |
13/11/2024 | 36,71% | 0,03 CHF | 0,04 CHF | 1 230 400 | 1 230 400 | 1 198 720 | 1 198 720 | 26 967 CHF | 38 955 CHF | 100,00% | 100,00% |
12/11/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 1 336 300 | 1 336 300 | 1 330 790 | 1 330 790 | 26 616 CHF | 39 924 CHF | 99,86% | 99,86% |
11/11/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 1 189 500 | 1 189 500 | 1 219 320 | 1 219 320 | 24 387 CHF | 36 580 CHF | 99,68% | 99,68% |
08/11/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 1 111 000 | 1 111 000 | 1 101 420 | 1 101 420 | 22 028 CHF | 33 043 CHF | 99,20% | 99,20% |
07/11/2024 | 39,27% | 0,02 CHF | 0,03 CHF | 1 163 000 | 1 163 000 | 1 158 200 | 1 158 200 | 23 799 CHF | 35 382 CHF | 100,00% | 100,00% |