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 | 11,55% | 0,08 CHF | 0,09 CHF | 1 569 100 | 1 569 100 | 671 363 | 671 363 | 56 060 CHF | 62 823 CHF | 99,34% | 99,34% |
19/11/2024 | 13,15% | 0,08 CHF | 0,09 CHF | 1 538 800 | 1 538 800 | 668 745 | 668 745 | 52 132 CHF | 58 986 CHF | 99,89% | 99,89% |
18/11/2024 | 14,53% | 0,08 CHF | 0,09 CHF | 1 845 100 | 1 845 100 | 814 782 | 814 782 | 52 590 CHF | 60 771 CHF | 99,76% | 99,76% |
15/11/2024 | 18,31% | 0,06 CHF | 0,07 CHF | 2 527 600 | 2 527 600 | 1 146 340 | 1 146 340 | 58 378 CHF | 69 865 CHF | 100,00% | 100,00% |
14/11/2024 | 16,40% | 0,05 CHF | 0,06 CHF | 2 427 200 | 2 427 200 | 1 054 870 | 1 054 870 | 57 627 CHF | 68 200 CHF | 98,49% | 98,49% |
13/11/2024 | 11,24% | 0,09 CHF | 0,10 CHF | 1 375 900 | 1 375 900 | 617 696 | 617 696 | 54 308 CHF | 60 496 CHF | 99,94% | 99,94% |
12/11/2024 | 10,55% | 0,08 CHF | 0,09 CHF | 1 360 700 | 1 360 700 | 586 085 | 586 085 | 53 565 CHF | 59 443 CHF | 98,40% | 98,40% |
11/11/2024 | 11,18% | 0,10 CHF | 0,11 CHF | 1 955 600 | 1 955 600 | 893 893 | 893 893 | 77 730 CHF | 86 690 CHF | 99,76% | 99,76% |
08/11/2024 | 19,74% | 0,05 CHF | 0,06 CHF | 2 693 800 | 2 693 800 | 1 244 030 | 1 244 030 | 60 645 CHF | 73 109 CHF | 99,05% | 99,05% |
07/11/2024 | 24,63% | 0,05 CHF | 0,06 CHF | 2 862 800 | 2 862 800 | 1 324 020 | 1 324 020 | 50 802 CHF | 64 133 CHF | 99,96% | 99,96% |