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 | 9,90% | 0,09 CHF | 0,10 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 144 638 CHF | 15 964 CHF | 99,38% | 99,38% |
19/11/2024 | 9,80% | 0,10 CHF | 0,11 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 145 892 CHF | 16 089 CHF | 99,38% | 99,38% |
18/11/2024 | 9,45% | 0,10 CHF | 0,11 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 151 482 CHF | 16 648 CHF | 99,26% | 99,26% |
15/11/2024 | 10,59% | 0,10 CHF | 0,11 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 134 541 CHF | 14 954 CHF | 99,38% | 99,38% |
14/11/2024 | 10,40% | 0,09 CHF | 0,10 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 137 051 CHF | 15 205 CHF | 99,37% | 99,37% |
13/11/2024 | 11,42% | 0,09 CHF | 0,10 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 124 154 CHF | 13 915 CHF | 99,37% | 99,37% |
12/11/2024 | 11,74% | 0,08 CHF | 0,09 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 120 259 CHF | 13 526 CHF | 99,38% | 99,38% |
11/11/2024 | 11,74% | 0,08 CHF | 0,09 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 120 300 CHF | 13 530 CHF | 99,38% | 99,38% |
08/11/2024 | 14,18% | 0,07 CHF | 0,08 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 98 979 CHF | 11 398 CHF | 99,37% | 99,37% |
07/11/2024 | 14,92% | 0,06 CHF | 0,07 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 94 027 CHF | 10 903 CHF | 98,37% | 98,37% |