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 | 14,71% | 0,06 CHF | 0,07 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 94 963 CHF | 10 996 CHF | 99,37% | 99,37% |
19/11/2024 | 15,43% | 0,06 CHF | 0,07 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 90 095 CHF | 10 510 CHF | 99,38% | 99,38% |
18/11/2024 | 14,87% | 0,06 CHF | 0,07 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 94 007 CHF | 10 901 CHF | 99,25% | 99,25% |
15/11/2024 | 17,52% | 0,06 CHF | 0,07 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 78 566 CHF | 9 357 CHF | 99,38% | 99,38% |
14/11/2024 | 15,39% | 0,06 CHF | 0,07 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 90 436 CHF | 10 544 CHF | 99,37% | 99,37% |
13/11/2024 | 18,15% | 0,06 CHF | 0,07 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 75 150 CHF | 9 015 CHF | 99,38% | 99,38% |
12/11/2024 | 17,63% | 0,05 CHF | 0,06 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 77 961 CHF | 9 296 CHF | 99,38% | 99,38% |
11/11/2024 | 18,18% | 0,05 CHF | 0,06 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 75 000 CHF | 9 000 CHF | 99,38% | 99,38% |
08/11/2024 | 18,94% | 0,05 CHF | 0,06 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 73 104 CHF | 8 810 CHF | 99,38% | 99,38% |
07/11/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 45 430 CHF | 6 043 CHF | 98,38% | 98,38% |