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 | 41,42% | 0,02 CHF | 0,03 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 29 200 CHF | 5 893 CHF | 99,37% | 99,37% |
19/11/2024 | 42,25% | 0,02 CHF | 0,03 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 28 927 CHF | 5 857 CHF | 99,37% | 99,37% |
18/11/2024 | 39,16% | 0,02 CHF | 0,03 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 31 108 CHF | 6 148 CHF | 99,22% | 99,22% |
15/11/2024 | 20,12% | 0,04 CHF | 0,05 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 68 290 CHF | 11 105 CHF | 99,37% | 99,37% |
14/11/2024 | 15,09% | 0,06 CHF | 0,07 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 92 126 CHF | 14 284 CHF | 99,38% | 99,38% |
13/11/2024 | 17,73% | 0,05 CHF | 0,06 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 77 655 CHF | 12 354 CHF | 99,37% | 99,37% |
12/11/2024 | 12,85% | 0,06 CHF | 0,07 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 110 177 CHF | 16 690 CHF | 99,38% | 99,38% |
11/11/2024 | 10,99% | 0,08 CHF | 0,09 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 129 478 CHF | 19 264 CHF | 99,37% | 99,37% |
08/11/2024 | 12,39% | 0,08 CHF | 0,09 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 114 119 CHF | 17 216 CHF | 99,38% | 99,38% |
07/11/2024 | 11,80% | 0,08 CHF | 0,09 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 120 538 CHF | 18 072 CHF | 98,86% | 98,86% |