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 | 45,87% | 0,02 CHF | 0,03 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 25 307 CHF | 4 031 CHF | 99,38% | 99,38% |
19/11/2024 | 44,96% | 0,02 CHF | 0,03 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 26 143 CHF | 4 114 CHF | 99,37% | 99,37% |
18/11/2024 | 34,34% | 0,02 CHF | 0,03 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 36 239 CHF | 5 124 CHF | 99,22% | 99,22% |
15/11/2024 | 26,86% | 0,03 CHF | 0,04 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 48 721 CHF | 6 372 CHF | 99,37% | 99,37% |
14/11/2024 | 20,34% | 0,04 CHF | 0,05 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 66 459 CHF | 8 146 CHF | 99,38% | 99,38% |
13/11/2024 | 19,88% | 0,05 CHF | 0,06 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 68 076 CHF | 8 308 CHF | 99,38% | 99,38% |
12/11/2024 | 15,88% | 0,06 CHF | 0,07 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 87 047 CHF | 10 205 CHF | 99,37% | 99,37% |
11/11/2024 | 13,88% | 0,07 CHF | 0,08 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 100 679 CHF | 11 568 CHF | 99,38% | 99,38% |
08/11/2024 | 16,12% | 0,06 CHF | 0,07 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 85 652 CHF | 10 065 CHF | 99,37% | 99,37% |
07/11/2024 | 20,00% | 0,06 CHF | 0,07 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 68 823 CHF | 8 382 CHF | 99,29% | 99,29% |