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 | 28,57% | 0,03 CHF | 0,04 CHF | 1 073 800 | 1 073 800 | 1 069 640 | 1 069 640 | 32 095 CHF | 42 791 CHF | 99,43% | 99,43% |
19/11/2024 | 25,33% | 0,04 CHF | 0,05 CHF | 1 146 900 | 1 146 900 | 1 146 880 | 1 146 880 | 39 616 CHF | 51 084 CHF | 100,00% | 100,00% |
18/11/2024 | 25,21% | 0,04 CHF | 0,05 CHF | 1 067 700 | 1 067 700 | 1 069 880 | 1 069 880 | 37 130 CHF | 47 829 CHF | 99,88% | 99,88% |
15/11/2024 | 23,51% | 0,04 CHF | 0,05 CHF | 1 105 200 | 1 105 200 | 1 114 740 | 1 114 740 | 42 013 CHF | 53 161 CHF | 100,00% | 100,00% |
14/11/2024 | 24,21% | 0,04 CHF | 0,05 CHF | 1 146 900 | 1 146 900 | 1 163 770 | 1 163 770 | 42 398 CHF | 54 036 CHF | 98,57% | 98,57% |
13/11/2024 | 25,35% | 0,04 CHF | 0,05 CHF | 992 600 | 992 600 | 993 301 | 993 301 | 34 274 CHF | 44 207 CHF | 100,00% | 100,00% |
12/11/2024 | 24,99% | 0,04 CHF | 0,05 CHF | 1 188 000 | 1 188 000 | 1 178 800 | 1 178 800 | 41 289 CHF | 53 077 CHF | 99,88% | 99,88% |
11/11/2024 | 28,06% | 0,03 CHF | 0,04 CHF | 1 163 000 | 1 163 000 | 1 161 650 | 1 161 650 | 35 688 CHF | 47 304 CHF | 100,00% | 100,00% |
08/11/2024 | 26,41% | 0,03 CHF | 0,04 CHF | 1 203 500 | 1 203 500 | 1 203 340 | 1 203 340 | 39 742 CHF | 51 776 CHF | 98,30% | 98,30% |
07/11/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 1 206 700 | 1 206 700 | 1 203 970 | 1 203 970 | 36 119 CHF | 48 159 CHF | 100,00% | 100,00% |