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 | 9,79% | 0,10 CHF | 0,11 CHF | 1 075 900 | 1 075 900 | 482 525 | 482 525 | 48 058 CHF | 52 894 CHF | 99,90% | 99,90% |
19/11/2024 | 10,10% | 0,11 CHF | 0,12 CHF | 1 189 100 | 1 189 100 | 527 062 | 527 062 | 51 892 CHF | 57 173 CHF | 100,00% | 100,00% |
18/11/2024 | 11,27% | 0,09 CHF | 0,10 CHF | 1 320 300 | 1 320 300 | 570 996 | 570 996 | 48 808 CHF | 54 529 CHF | 99,63% | 99,63% |
15/11/2024 | 6,99% | 0,10 CHF | 0,11 CHF | 706 200 | 706 200 | 233 053 | 233 053 | 28 806 CHF | 31 142 CHF | 98,89% | 98,89% |
14/11/2024 | 8,00% | 0,14 CHF | 0,14 CHF | 944 100 | 944 100 | 422 826 | 422 826 | 53 991 CHF | 58 232 CHF | 47,74% | 94,45% |
13/11/2024 | - | 0,68 CHF | - CHF | 162 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,78% |
12/11/2024 | - | 0,76 CHF | - CHF | 162 200 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
11/11/2024 | - | 0,76 CHF | - CHF | 136 100 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,90% |
08/11/2024 | - | 0,84 CHF | - CHF | 138 300 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
07/11/2024 | - | 0,82 CHF | - CHF | 138 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,85% |