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 | 11,73% | 0,06 CHF | 0,07 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 122 659 CHF | 13 766 CHF | 99,37% | 99,37% |
19/11/2024 | 10,71% | 0,09 CHF | 0,10 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 133 020 CHF | 24 670 CHF | 99,38% | 99,38% |
18/11/2024 | 12,44% | 0,08 CHF | 0,09 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 113 638 CHF | 21 440 CHF | 99,26% | 99,26% |
15/11/2024 | 13,49% | 0,07 CHF | 0,08 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 103 955 CHF | 19 826 CHF | 99,38% | 99,38% |
14/11/2024 | 12,54% | 0,08 CHF | 0,09 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 112 641 CHF | 21 274 CHF | 99,37% | 99,37% |
13/11/2024 | 12,76% | 0,07 CHF | 0,08 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 110 804 CHF | 20 967 CHF | 99,37% | 99,37% |
12/11/2024 | 9,16% | 0,10 CHF | 0,11 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 156 610 CHF | 28 602 CHF | 99,37% | 99,37% |
11/11/2024 | 6,81% | 0,14 CHF | 0,15 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 213 222 CHF | 38 037 CHF | 99,38% | 99,38% |
08/11/2024 | 6,37% | 0,15 CHF | 0,16 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 228 299 CHF | 40 550 CHF | 99,38% | 99,38% |
07/11/2024 | 5,72% | 0,15 CHF | 0,16 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 255 691 CHF | 45 115 CHF | 98,37% | 98,37% |