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 | 53,07% | 0,01 CHF | 0,02 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 25 001 CHF | 4 000 CHF | 98,68% | 98,68% |
19/11/2024 | 30,99% | 0,04 CHF | 0,05 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 42 370 CHF | 5 737 CHF | 99,38% | 99,38% |
18/11/2024 | 22,94% | 0,04 CHF | 0,05 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 59 400 CHF | 7 440 CHF | 99,25% | 99,25% |
15/11/2024 | 24,50% | 0,03 CHF | 0,04 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 54 610 CHF | 6 961 CHF | 99,38% | 99,38% |
14/11/2024 | 28,08% | 0,03 CHF | 0,04 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 47 017 CHF | 6 202 CHF | 99,37% | 99,37% |
13/11/2024 | 32,36% | 0,02 CHF | 0,03 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 40 029 CHF | 5 503 CHF | 99,38% | 99,38% |
12/11/2024 | 25,71% | 0,04 CHF | 0,05 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 51 757 CHF | 6 676 CHF | 99,38% | 99,38% |
11/11/2024 | 22,79% | 0,04 CHF | 0,05 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 59 101 CHF | 7 410 CHF | 99,38% | 99,38% |
08/11/2024 | 26,36% | 0,04 CHF | 0,05 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 51 585 CHF | 6 659 CHF | 99,38% | 99,38% |
07/11/2024 | 21,39% | 0,03 CHF | 0,04 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 63 302 CHF | 7 830 CHF | 98,38% | 98,38% |