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 | 27,72% | 0,04 CHF | 0,05 CHF | 1 907 300 | 1 907 300 | 1 906 980 | 1 906 980 | 59 483 CHF | 78 552 CHF | 100,00% | 100,00% |
19/11/2024 | 25,82% | 0,04 CHF | 0,05 CHF | 2 246 700 | 2 246 700 | 2 247 150 | 2 247 150 | 76 070 CHF | 98 541 CHF | 100,00% | 100,00% |
18/11/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 2 014 800 | 2 014 800 | 2 038 420 | 2 038 420 | 61 152 CHF | 81 537 CHF | 100,00% | 100,00% |
15/11/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 2 164 700 | 2 164 700 | 2 122 140 | 2 122 140 | 63 664 CHF | 84 886 CHF | 100,00% | 100,00% |
14/11/2024 | 26,72% | 0,03 CHF | 0,04 CHF | 1 664 700 | 1 664 700 | 1 698 680 | 1 698 680 | 55 531 CHF | 72 518 CHF | 100,00% | 100,00% |
13/11/2024 | 23,14% | 0,04 CHF | 0,05 CHF | 1 510 300 | 1 510 300 | 1 537 340 | 1 537 340 | 58 995 CHF | 74 369 CHF | 100,00% | 100,00% |
12/11/2024 | 24,30% | 0,04 CHF | 0,05 CHF | 2 012 400 | 2 012 400 | 1 973 270 | 1 973 270 | 71 569 CHF | 91 301 CHF | 99,85% | 99,85% |
11/11/2024 | 28,55% | 0,03 CHF | 0,04 CHF | 1 768 700 | 1 768 700 | 1 770 120 | 1 770 120 | 53 160 CHF | 70 862 CHF | 99,69% | 99,69% |
08/11/2024 | 28,70% | 0,04 CHF | 0,05 CHF | 2 967 000 | 2 967 000 | 2 830 380 | 2 830 380 | 88 963 CHF | 118 011 CHF | 98,79% | 98,79% |
07/11/2024 | 37,75% | 0,03 CHF | 0,04 CHF | 2 250 700 | 2 250 700 | 2 258 410 | 2 258 410 | 49 163 CHF | 71 748 CHF | 100,00% | 100,00% |