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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | - | 0,11 CHF | - CHF | 336 548 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,99% |
20/11/2024 | 8,34% | 0,10 CHF | 0,13 CHF | 347 066 | 100 000 | 338 384 | 100 000 | 38 926 CHF | 12 511 CHF | 12,99% | 98,35% |
19/11/2024 | 12,01% | 0,08 CHF | 0,09 CHF | 411 623 | 100 000 | 403 942 | 100 000 | 31 688 CHF | 8 846 CHF | 92,93% | 92,93% |
18/11/2024 | 9,70% | 0,10 CHF | 0,11 CHF | 363 401 | 100 000 | 357 932 | 94 714 | 35 179 CHF | 10 244 CHF | 84,26% | 84,26% |
15/11/2024 | 11,84% | 0,08 CHF | 0,09 CHF | 388 723 | 100 000 | 403 256 | 100 000 | 32 108 CHF | 8 972 CHF | 83,60% | 83,60% |
14/11/2024 | 13,15% | 0,08 CHF | 0,09 CHF | 412 840 | 100 000 | 421 222 | 100 000 | 30 015 CHF | 8 131 CHF | 76,76% | 76,76% |
13/11/2024 | 13,11% | 0,07 CHF | 0,08 CHF | 450 517 | 100 000 | 430 357 | 99 673 | 30 766 CHF | 8 123 CHF | 88,23% | 88,23% |
12/11/2024 | 10,91% | 0,06 CHF | 0,07 CHF | 454 600 | 100 000 | 385 282 | 100 000 | 33 679 CHF | 9 815 CHF | 85,09% | 85,09% |
11/11/2024 | 8,27% | 0,18 CHF | 0,19 CHF | 292 123 | 100 000 | 292 656 | 100 000 | 48 721 CHF | 18 089 CHF | 38,46% | 38,46% |
08/11/2024 | 6,39% | 0,15 CHF | 0,16 CHF | 298 932 | 100 000 | 297 950 | 100 000 | 46 322 CHF | 16 581 CHF | 89,71% | 89,71% |