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 | 16,42% | 0,05 CHF | 0,06 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 84 442 CHF | 13 259 CHF | 99,38% | 99,38% |
19/11/2024 | 16,32% | 0,05 CHF | 0,06 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 85 423 CHF | 13 390 CHF | 99,37% | 99,37% |
18/11/2024 | 13,95% | 0,07 CHF | 0,08 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 100 558 CHF | 15 408 CHF | 99,23% | 99,23% |
15/11/2024 | 10,86% | 0,09 CHF | 0,10 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 132 031 CHF | 19 604 CHF | 98,94% | 98,94% |
14/11/2024 | 11,59% | 0,09 CHF | 0,10 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 122 183 CHF | 18 291 CHF | 99,37% | 99,37% |
13/11/2024 | 10,60% | 0,08 CHF | 0,09 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 135 366 CHF | 20 049 CHF | 99,37% | 99,37% |
12/11/2024 | 10,08% | 0,09 CHF | 0,10 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 142 155 CHF | 20 954 CHF | 99,37% | 99,37% |
11/11/2024 | 8,63% | 0,11 CHF | 0,12 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 166 801 CHF | 24 240 CHF | 99,38% | 99,38% |
08/11/2024 | 9,05% | 0,11 CHF | 0,12 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 158 690 CHF | 23 159 CHF | 99,36% | 99,36% |
07/11/2024 | 8,42% | 0,11 CHF | 0,12 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 171 479 CHF | 24 864 CHF | 99,28% | 99,28% |