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 | 66,67% | 0,01 CHF | 0,02 CHF | 1 190 600 | 1 190 600 | 1 176 530 | 1 176 530 | 11 765 CHF | 23 531 CHF | 100,00% | 100,00% |
19/11/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 1 038 400 | 1 038 400 | 1 056 690 | 1 056 690 | 10 567 CHF | 21 134 CHF | 100,00% | 100,00% |
18/11/2024 | 64,10% | 0,01 CHF | 0,02 CHF | 1 025 300 | 1 025 300 | 1 023 070 | 1 023 070 | 11 009 CHF | 21 239 CHF | 100,00% | 100,00% |
15/11/2024 | 52,42% | 0,01 CHF | 0,02 CHF | 1 066 800 | 1 066 800 | 1 049 110 | 1 049 110 | 14 964 CHF | 25 455 CHF | 100,00% | 100,00% |
14/11/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 1 122 800 | 1 122 800 | 1 126 380 | 1 126 380 | 11 264 CHF | 22 528 CHF | 100,00% | 100,00% |
13/11/2024 | 66,33% | 0,01 CHF | 0,02 CHF | 963 200 | 963 200 | 963 200 | 963 200 | 9 731 CHF | 19 363 CHF | 100,00% | 100,00% |
12/11/2024 | 53,27% | 0,01 CHF | 0,02 CHF | 734 000 | 734 000 | 722 234 | 722 234 | 10 113 CHF | 17 335 CHF | 99,85% | 99,85% |
11/11/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 733 700 | 733 700 | 733 388 | 733 388 | 14 668 CHF | 22 002 CHF | 99,64% | 99,64% |
08/11/2024 | 40,02% | 0,02 CHF | 0,03 CHF | 584 400 | 584 400 | 584 282 | 584 282 | 11 681 CHF | 17 524 CHF | 98,70% | 98,70% |
07/11/2024 | 34,96% | 0,03 CHF | 0,04 CHF | 597 700 | 597 700 | 595 292 | 595 292 | 14 154 CHF | 20 107 CHF | 99,44% | 99,44% |