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 | 12,42% | 0,07 CHF | 0,08 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 113 697 CHF | 17 160 CHF | 99,37% | 99,37% |
19/11/2024 | 12,64% | 0,07 CHF | 0,08 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 111 625 CHF | 16 883 CHF | 99,37% | 99,37% |
18/11/2024 | 11,95% | 0,08 CHF | 0,09 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 118 261 CHF | 17 768 CHF | 99,23% | 99,23% |
15/11/2024 | 11,22% | 0,08 CHF | 0,09 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 126 827 CHF | 18 910 CHF | 98,95% | 98,95% |
14/11/2024 | 11,38% | 0,09 CHF | 0,10 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 124 702 CHF | 18 627 CHF | 99,38% | 99,38% |
13/11/2024 | 11,28% | 0,08 CHF | 0,09 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 126 133 CHF | 18 818 CHF | 99,37% | 99,37% |
12/11/2024 | 11,34% | 0,08 CHF | 0,09 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 125 186 CHF | 18 691 CHF | 99,38% | 99,38% |
11/11/2024 | 10,60% | 0,09 CHF | 0,10 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 134 317 CHF | 19 909 CHF | 99,37% | 99,37% |
08/11/2024 | 10,93% | 0,09 CHF | 0,10 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 130 131 CHF | 19 351 CHF | 99,38% | 99,38% |
07/11/2024 | 10,55% | 0,09 CHF | 0,10 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 134 738 CHF | 19 965 CHF | 99,29% | 99,29% |