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 | 44,46% | 0,02 CHF | 0,03 CHF | 2 085 000 | 2 085 000 | 2 049 520 | 2 049 520 | 36 392 CHF | 56 887 CHF | 100,00% | 100,00% |
19/11/2024 | 44,80% | 0,02 CHF | 0,03 CHF | 1 979 600 | 1 979 600 | 1 988 160 | 1 988 160 | 34 962 CHF | 54 843 CHF | 99,84% | 99,84% |
18/11/2024 | 45,32% | 0,02 CHF | 0,03 CHF | 1 816 200 | 1 816 200 | 1 816 320 | 1 816 320 | 31 475 CHF | 49 639 CHF | 100,00% | 100,00% |
15/11/2024 | 33,86% | 0,02 CHF | 0,03 CHF | 1 273 400 | 1 273 400 | 1 256 800 | 1 256 800 | 30 922 CHF | 43 490 CHF | 100,00% | 100,00% |
14/11/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 1 381 000 | 1 381 000 | 1 383 810 | 1 383 810 | 41 514 CHF | 55 352 CHF | 100,00% | 100,00% |
13/11/2024 | 32,55% | 0,03 CHF | 0,04 CHF | 1 274 300 | 1 274 300 | 1 270 510 | 1 270 510 | 32 797 CHF | 45 502 CHF | 100,00% | 100,00% |
12/11/2024 | 27,73% | 0,03 CHF | 0,04 CHF | 1 165 900 | 1 165 900 | 1 152 460 | 1 152 460 | 35 922 CHF | 47 447 CHF | 99,86% | 99,86% |
11/11/2024 | 25,21% | 0,04 CHF | 0,05 CHF | 1 205 000 | 1 205 000 | 1 205 630 | 1 205 630 | 41 843 CHF | 53 900 CHF | 100,00% | 100,00% |
08/11/2024 | 28,47% | 0,03 CHF | 0,04 CHF | 1 252 400 | 1 252 400 | 1 253 540 | 1 253 540 | 37 776 CHF | 50 312 CHF | 98,88% | 98,88% |
07/11/2024 | 28,31% | 0,03 CHF | 0,04 CHF | 1 352 200 | 1 352 200 | 1 354 050 | 1 354 050 | 41 103 CHF | 54 643 CHF | 100,00% | 100,00% |