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 | 28,28% | 0,03 CHF | 0,04 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 45 685 CHF | 6 069 CHF | 99,38% | 99,38% |
19/11/2024 | 26,77% | 0,03 CHF | 0,04 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 49 245 CHF | 6 424 CHF | 99,38% | 99,38% |
18/11/2024 | 22,32% | 0,04 CHF | 0,05 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 59 772 CHF | 7 477 CHF | 99,26% | 99,26% |
15/11/2024 | 25,72% | 0,04 CHF | 0,05 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 51 740 CHF | 6 674 CHF | 99,38% | 99,38% |
14/11/2024 | 28,91% | 0,03 CHF | 0,04 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 45 392 CHF | 6 039 CHF | 99,37% | 99,37% |
13/11/2024 | 28,61% | 0,03 CHF | 0,04 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 44 955 CHF | 5 996 CHF | 99,38% | 99,38% |
12/11/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 45 000 CHF | 6 000 CHF | 99,38% | 99,38% |
11/11/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 45 000 CHF | 6 000 CHF | 99,38% | 99,38% |
08/11/2024 | 23,88% | 0,04 CHF | 0,05 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 56 072 CHF | 7 107 CHF | 99,38% | 99,38% |
07/11/2024 | 28,53% | 0,03 CHF | 0,04 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 45 091 CHF | 6 009 CHF | 98,38% | 98,38% |