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 | 11,12% | 0,07 CHF | 0,08 CHF | 1 500 000 | 200 000 | 1 500 000 | 184 159 | 130 200 CHF | 17 592 CHF | 99,37% | 99,37% |
19/11/2024 | 10,26% | 0,10 CHF | 0,11 CHF | 1 500 000 | 150 000 | 1 500 000 | 187 508 | 139 984 CHF | 19 201 CHF | 99,37% | 99,37% |
18/11/2024 | 8,65% | 0,11 CHF | 0,12 CHF | 1 500 000 | 150 000 | 1 500 000 | 155 795 | 168 192 CHF | 18 915 CHF | 99,23% | 99,23% |
15/11/2024 | 6,69% | 0,13 CHF | 0,14 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 217 155 CHF | 23 216 CHF | 99,37% | 99,37% |
14/11/2024 | 6,29% | 0,15 CHF | 0,16 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 231 171 CHF | 24 617 CHF | 99,38% | 99,38% |
13/11/2024 | 6,38% | 0,15 CHF | 0,16 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 227 684 CHF | 24 268 CHF | 99,37% | 99,37% |
12/11/2024 | 5,72% | 0,16 CHF | 0,17 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 254 952 CHF | 26 995 CHF | 99,37% | 99,37% |
11/11/2024 | 4,90% | 0,20 CHF | 0,21 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 299 290 CHF | 31 429 CHF | 99,37% | 99,37% |
08/11/2024 | 5,07% | 0,19 CHF | 0,20 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 288 361 CHF | 30 336 CHF | 99,38% | 99,38% |
07/11/2024 | 4,73% | 0,20 CHF | 0,21 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 309 507 CHF | 32 451 CHF | 99,28% | 99,28% |