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 | 33,84% | 0,03 CHF | 0,04 CHF | 1 531 200 | 1 531 200 | 675 666 | 675 666 | 17 041 CHF | 23 832 CHF | 99,32% | 99,32% |
19/11/2024 | 33,64% | 0,03 CHF | 0,04 CHF | 1 404 500 | 1 404 500 | 622 387 | 622 387 | 15 888 CHF | 22 176 CHF | 99,98% | 99,98% |
18/11/2024 | 24,32% | 0,03 CHF | 0,04 CHF | 928 900 | 928 900 | 393 770 | 393 770 | 13 879 CHF | 17 824 CHF | 99,78% | 99,78% |
15/11/2024 | 22,32% | 0,04 CHF | 0,05 CHF | 917 600 | 917 600 | 414 326 | 414 326 | 17 082 CHF | 21 233 CHF | 99,90% | 99,90% |
14/11/2024 | 24,80% | 0,04 CHF | 0,05 CHF | 1 050 100 | 1 050 100 | 464 172 | 464 172 | 17 382 CHF | 22 035 CHF | 98,53% | 98,53% |
13/11/2024 | 26,22% | 0,03 CHF | 0,04 CHF | 1 081 300 | 1 081 300 | 491 510 | 491 510 | 16 043 CHF | 20 980 CHF | 100,00% | 100,00% |
12/11/2024 | 22,14% | 0,04 CHF | 0,05 CHF | 883 300 | 883 300 | 396 330 | 396 330 | 15 823 CHF | 19 819 CHF | 99,06% | 99,06% |
11/11/2024 | 14,22% | 0,05 CHF | 0,06 CHF | 439 600 | 439 600 | 203 217 | 203 217 | 12 765 CHF | 14 806 CHF | 99,90% | 99,90% |
08/11/2024 | 11,95% | 0,09 CHF | 0,10 CHF | 526 600 | 526 600 | 173 574 | 173 574 | 15 467 CHF | 17 225 CHF | 98,62% | 98,62% |
07/11/2024 | - | 0,07 CHF | - CHF | 559 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,90% |