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 | 15,64% | 0,06 CHF | 0,07 CHF | 2 111 600 | 2 111 600 | 941 254 | 941 254 | 56 536 CHF | 65 967 CHF | 99,90% | 99,90% |
19/11/2024 | 13,05% | 0,07 CHF | 0,08 CHF | 1 733 400 | 1 733 400 | 733 629 | 733 629 | 51 870 CHF | 59 226 CHF | 99,86% | 99,86% |
18/11/2024 | 14,47% | 0,07 CHF | 0,08 CHF | 2 081 300 | 2 081 300 | 926 304 | 926 304 | 60 922 CHF | 70 197 CHF | 98,23% | 98,23% |
15/11/2024 | 12,88% | 0,06 CHF | 0,07 CHF | 1 585 600 | 1 585 600 | 663 455 | 663 455 | 46 469 CHF | 53 114 CHF | 99,71% | 99,71% |
14/11/2024 | 9,12% | 0,11 CHF | 0,12 CHF | 1 127 800 | 1 127 800 | 519 753 | 519 753 | 53 573 CHF | 58 780 CHF | 100,00% | 100,00% |
13/11/2024 | 8,26% | 0,11 CHF | 0,12 CHF | 1 020 500 | 1 020 500 | 456 593 | 456 593 | 52 752 CHF | 57 326 CHF | 100,00% | 100,00% |
12/11/2024 | 8,52% | 0,12 CHF | 0,13 CHF | 1 070 800 | 1 070 800 | 478 192 | 478 192 | 55 563 CHF | 60 354 CHF | 99,89% | 99,89% |
11/11/2024 | 5,90% | 0,13 CHF | 0,14 CHF | 762 500 | 762 500 | 324 663 | 324 663 | 51 935 CHF | 55 188 CHF | 99,90% | 99,90% |
08/11/2024 | 4,14% | 0,19 CHF | 0,20 CHF | 548 000 | 548 000 | 233 420 | 233 420 | 54 589 CHF | 56 927 CHF | 98,91% | 98,91% |
07/11/2024 | 2,95% | 0,28 CHF | 0,29 CHF | 456 200 | 456 200 | 217 533 | 217 533 | 69 514 CHF | 71 693 CHF | 55,44% | 97,44% |