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 | 17,11% | 0,05 CHF | 0,06 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 80 747 CHF | 12 766 CHF | 99,38% | 99,38% |
19/11/2024 | 16,57% | 0,05 CHF | 0,06 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 83 633 CHF | 13 151 CHF | 99,37% | 99,37% |
18/11/2024 | 18,85% | 0,05 CHF | 0,06 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 72 504 CHF | 11 667 CHF | 99,22% | 99,22% |
15/11/2024 | 18,97% | 0,05 CHF | 0,06 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 72 077 CHF | 11 610 CHF | 98,96% | 98,96% |
14/11/2024 | 18,18% | 0,05 CHF | 0,06 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 75 000 CHF | 12 000 CHF | 99,37% | 99,37% |
13/11/2024 | 23,67% | 0,04 CHF | 0,05 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 56 846 CHF | 9 579 CHF | 99,37% | 99,37% |
12/11/2024 | 15,50% | 0,05 CHF | 0,06 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 89 359 CHF | 13 915 CHF | 99,38% | 99,38% |
11/11/2024 | 16,42% | 0,06 CHF | 0,07 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 84 455 CHF | 13 261 CHF | 99,37% | 99,37% |
08/11/2024 | 18,18% | 0,05 CHF | 0,06 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 74 995 CHF | 11 999 CHF | 99,37% | 99,37% |
07/11/2024 | 20,90% | 0,05 CHF | 0,06 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 64 893 CHF | 10 653 CHF | 99,29% | 99,29% |