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 | 18,16% | 0,05 CHF | 0,06 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 75 164 CHF | 12 022 CHF | 99,37% | 99,37% |
19/11/2024 | 18,92% | 0,05 CHF | 0,06 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 72 362 CHF | 11 648 CHF | 99,37% | 99,37% |
18/11/2024 | 17,14% | 0,06 CHF | 0,07 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 80 590 CHF | 12 745 CHF | 99,22% | 99,22% |
15/11/2024 | 16,15% | 0,06 CHF | 0,07 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 85 872 CHF | 13 450 CHF | 98,94% | 98,94% |
14/11/2024 | 16,59% | 0,06 CHF | 0,07 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 83 541 CHF | 13 139 CHF | 99,37% | 99,37% |
13/11/2024 | 16,80% | 0,05 CHF | 0,06 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 83 133 CHF | 13 084 CHF | 99,37% | 99,37% |
12/11/2024 | 16,55% | 0,06 CHF | 0,07 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 83 757 CHF | 13 168 CHF | 99,37% | 99,37% |
11/11/2024 | 15,07% | 0,06 CHF | 0,07 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 92 299 CHF | 14 307 CHF | 99,38% | 99,38% |
08/11/2024 | 15,34% | 0,07 CHF | 0,08 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 90 298 CHF | 14 040 CHF | 99,37% | 99,37% |
07/11/2024 | 15,38% | 0,06 CHF | 0,07 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 90 000 CHF | 14 000 CHF | 99,29% | 99,29% |