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 | 13,34% | 0,06 CHF | 0,07 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 105 294 CHF | 20 049 CHF | 99,38% | 99,38% |
19/11/2024 | 15,05% | 0,07 CHF | 0,08 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 92 428 CHF | 17 905 CHF | 99,37% | 99,37% |
18/11/2024 | 14,70% | 0,06 CHF | 0,07 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 94 985 CHF | 18 331 CHF | 99,38% | 99,38% |
15/11/2024 | 14,60% | 0,07 CHF | 0,08 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 95 726 CHF | 18 454 CHF | 99,37% | 99,37% |
14/11/2024 | 15,64% | 0,06 CHF | 0,07 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 88 634 CHF | 17 272 CHF | 99,38% | 99,38% |
13/11/2024 | 16,76% | 0,05 CHF | 0,06 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 82 635 CHF | 16 273 CHF | 99,37% | 99,37% |
12/11/2024 | 13,35% | 0,06 CHF | 0,07 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 104 967 CHF | 19 995 CHF | 99,15% | 99,15% |
11/11/2024 | 10,93% | 0,08 CHF | 0,09 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 130 105 CHF | 24 184 CHF | 99,38% | 99,38% |
08/11/2024 | 11,21% | 0,08 CHF | 0,09 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 126 762 CHF | 23 627 CHF | 99,38% | 99,38% |
07/11/2024 | 10,03% | 0,10 CHF | 0,11 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 142 530 CHF | 26 255 CHF | 98,58% | 98,58% |