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 | 40,55% | 0,02 CHF | 0,03 CHF | 1 288 300 | 1 288 300 | 706 369 | 706 369 | 14 127 CHF | 21 212 CHF | 99,90% | 99,90% |
19/11/2024 | 42,17% | 0,02 CHF | 0,03 CHF | 1 551 700 | 1 551 700 | 853 537 | 853 537 | 16 565 CHF | 25 126 CHF | 98,91% | 98,91% |
18/11/2024 | 50,67% | 0,02 CHF | 0,03 CHF | 1 894 400 | 1 894 400 | 1 038 130 | 1 038 130 | 15 572 CHF | 25 992 CHF | 99,59% | 99,59% |
15/11/2024 | 50,73% | 0,02 CHF | 0,03 CHF | 1 733 200 | 1 733 200 | 948 824 | 948 824 | 14 232 CHF | 23 764 CHF | 99,89% | 99,89% |
14/11/2024 | 61,70% | 0,02 CHF | 0,03 CHF | 1 774 600 | 1 774 600 | 990 472 | 990 472 | 12 281 CHF | 22 206 CHF | 98,85% | 98,85% |
13/11/2024 | 50,52% | 0,02 CHF | 0,03 CHF | 1 602 600 | 1 602 600 | 879 979 | 879 979 | 13 200 CHF | 22 016 CHF | 100,00% | 100,00% |
12/11/2024 | 50,67% | 0,02 CHF | 0,03 CHF | 1 350 400 | 1 350 400 | 691 520 | 691 520 | 10 373 CHF | 17 318 CHF | 100,00% | 100,00% |
11/11/2024 | 33,26% | 0,02 CHF | 0,03 CHF | 802 600 | 802 600 | 437 366 | 437 366 | 10 919 CHF | 15 337 CHF | 99,93% | 99,93% |
08/11/2024 | 45,96% | 0,03 CHF | 0,04 CHF | 777 300 | 777 300 | 293 319 | 293 319 | 8 800 CHF | 12 018 CHF | 100,00% | 100,00% |
07/11/2024 | 27,81% | 0,04 CHF | 0,05 CHF | 730 400 | 730 400 | 348 208 | 348 208 | 10 952 CHF | 14 443 CHF | 98,68% | 98,68% |