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 | 51,65% | 0,01 CHF | 0,02 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 21 993 CHF | 4 932 CHF | 99,14% | 99,14% |
19/11/2024 | 53,83% | 0,01 CHF | 0,02 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 20 798 CHF | 4 773 CHF | 99,38% | 99,38% |
18/11/2024 | 43,96% | 0,02 CHF | 0,03 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 26 797 CHF | 5 573 CHF | 99,22% | 99,22% |
15/11/2024 | 25,90% | 0,03 CHF | 0,04 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 50 760 CHF | 8 768 CHF | 98,78% | 98,78% |
14/11/2024 | 19,93% | 0,05 CHF | 0,06 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 67 999 CHF | 11 067 CHF | 99,37% | 99,37% |
13/11/2024 | 19,88% | 0,04 CHF | 0,05 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 68 355 CHF | 11 114 CHF | 99,37% | 99,37% |
12/11/2024 | 15,39% | 0,05 CHF | 0,06 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 90 199 CHF | 14 027 CHF | 99,37% | 99,37% |
11/11/2024 | 11,48% | 0,08 CHF | 0,09 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 123 465 CHF | 18 462 CHF | 99,37% | 99,37% |
08/11/2024 | 10,08% | 0,08 CHF | 0,09 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 143 777 CHF | 21 170 CHF | 99,37% | 99,37% |
07/11/2024 | 8,51% | 0,12 CHF | 0,13 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 170 370 CHF | 24 716 CHF | 99,29% | 99,29% |