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 | 22,12% | 0,04 CHF | 0,05 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 60 389 CHF | 7 539 CHF | 99,38% | 99,38% |
19/11/2024 | 18,19% | 0,05 CHF | 0,06 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 76 043 CHF | 9 104 CHF | 99,38% | 99,38% |
18/11/2024 | 20,55% | 0,03 CHF | 0,04 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 66 392 CHF | 8 139 CHF | 99,26% | 99,26% |
15/11/2024 | 16,03% | 0,05 CHF | 0,06 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 86 870 CHF | 10 187 CHF | 99,38% | 99,38% |
14/11/2024 | 13,59% | 0,07 CHF | 0,08 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 104 184 CHF | 11 918 CHF | 99,37% | 99,37% |
13/11/2024 | 11,50% | 0,08 CHF | 0,09 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 123 252 CHF | 13 825 CHF | 99,38% | 99,38% |
12/11/2024 | 12,82% | 0,08 CHF | 0,09 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 109 939 CHF | 12 494 CHF | 99,38% | 99,38% |
11/11/2024 | 12,43% | 0,07 CHF | 0,08 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 113 645 CHF | 12 865 CHF | 99,38% | 99,38% |
08/11/2024 | 12,79% | 0,06 CHF | 0,07 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 110 448 CHF | 12 545 CHF | 99,38% | 99,38% |
07/11/2024 | 11,17% | 0,08 CHF | 0,09 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 127 241 CHF | 14 224 CHF | 98,38% | 98,38% |