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 | 10,34% | 0,08 CHF | 0,09 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 137 954 CHF | 20 394 CHF | 99,37% | 99,37% |
19/11/2024 | 9,50% | 0,09 CHF | 0,10 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 150 429 CHF | 22 057 CHF | 99,37% | 99,37% |
18/11/2024 | 10,46% | 0,10 CHF | 0,11 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 136 097 CHF | 20 146 CHF | 99,22% | 99,22% |
15/11/2024 | 10,49% | 0,09 CHF | 0,10 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 135 557 CHF | 20 074 CHF | 98,96% | 98,96% |
14/11/2024 | 10,90% | 0,09 CHF | 0,10 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 130 468 CHF | 19 396 CHF | 99,37% | 99,37% |
13/11/2024 | 12,41% | 0,08 CHF | 0,09 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 114 009 CHF | 17 201 CHF | 99,37% | 99,37% |
12/11/2024 | 8,97% | 0,10 CHF | 0,11 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 160 035 CHF | 23 338 CHF | 99,37% | 99,37% |
11/11/2024 | 9,18% | 0,11 CHF | 0,12 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 156 342 CHF | 22 846 CHF | 99,38% | 99,38% |
08/11/2024 | 10,45% | 0,10 CHF | 0,11 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 136 194 CHF | 20 159 CHF | 99,38% | 99,38% |
07/11/2024 | 11,43% | 0,09 CHF | 0,10 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 124 524 CHF | 18 603 CHF | 99,28% | 99,28% |