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 | 9,23% | 0,09 CHF | 0,10 CHF | 1 500 000 | 300 000 | 1 500 000 | 300 000 | 156 154 CHF | 34 231 CHF | 99,38% | 99,38% |
19/11/2024 | 15,06% | 0,07 CHF | 0,08 CHF | 1 500 000 | 300 000 | 1 500 000 | 300 000 | 92 863 CHF | 21 573 CHF | 99,38% | 99,38% |
18/11/2024 | 9,41% | 0,09 CHF | 0,10 CHF | 1 500 000 | 300 000 | 1 500 000 | 300 000 | 153 496 CHF | 33 699 CHF | 99,26% | 99,26% |
15/11/2024 | 8,51% | 0,12 CHF | 0,13 CHF | 1 500 000 | 300 000 | 1 500 000 | 300 000 | 169 058 CHF | 36 812 CHF | 99,38% | 99,38% |
14/11/2024 | 8,54% | 0,12 CHF | 0,13 CHF | 1 500 000 | 300 000 | 1 500 000 | 299 992 | 168 405 CHF | 36 680 CHF | 99,37% | 99,37% |
13/11/2024 | 9,10% | 0,11 CHF | 0,12 CHF | 1 500 000 | 300 000 | 1 500 000 | 300 000 | 157 725 CHF | 34 545 CHF | 99,37% | 99,37% |
12/11/2024 | 7,33% | 0,12 CHF | 0,13 CHF | 1 500 000 | 300 000 | 1 500 000 | 300 000 | 197 784 CHF | 42 557 CHF | 99,38% | 99,38% |
11/11/2024 | 5,65% | 0,17 CHF | 0,18 CHF | 1 500 000 | 300 000 | 1 500 000 | 300 000 | 258 220 CHF | 54 644 CHF | 99,37% | 99,37% |
08/11/2024 | 5,85% | 0,17 CHF | 0,18 CHF | 1 500 000 | 300 000 | 1 500 000 | 300 000 | 249 018 CHF | 52 804 CHF | 99,37% | 99,37% |
07/11/2024 | 4,92% | 0,19 CHF | 0,20 CHF | 1 500 000 | 300 000 | 1 500 000 | 300 000 | 297 593 CHF | 62 519 CHF | 98,37% | 98,37% |