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 | 19,36% | 0,04 CHF | 0,05 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 70 615 CHF | 14 269 CHF | 99,38% | 99,38% |
19/11/2024 | 22,22% | 0,04 CHF | 0,05 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 60 021 CHF | 12 504 CHF | 99,38% | 99,38% |
18/11/2024 | 22,08% | 0,04 CHF | 0,05 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 60 540 CHF | 12 590 CHF | 99,38% | 99,38% |
15/11/2024 | 20,85% | 0,05 CHF | 0,06 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 65 078 CHF | 13 346 CHF | 99,36% | 99,36% |
14/11/2024 | 22,99% | 0,04 CHF | 0,05 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 58 193 CHF | 12 199 CHF | 99,38% | 99,38% |
13/11/2024 | 25,39% | 0,03 CHF | 0,04 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 52 512 CHF | 11 252 CHF | 99,37% | 99,37% |
12/11/2024 | 19,31% | 0,04 CHF | 0,05 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 70 794 CHF | 14 299 CHF | 99,15% | 99,15% |
11/11/2024 | 15,34% | 0,06 CHF | 0,07 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 90 348 CHF | 17 558 CHF | 99,38% | 99,38% |
08/11/2024 | 15,38% | 0,06 CHF | 0,07 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 90 000 CHF | 17 500 CHF | 99,38% | 99,38% |
07/11/2024 | 14,20% | 0,07 CHF | 0,08 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 98 892 CHF | 18 982 CHF | 98,58% | 98,58% |