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 | 10,47% | 0,09 CHF | 0,10 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 135 807 CHF | 15 081 CHF | 99,38% | 99,38% |
19/11/2024 | 10,52% | 0,09 CHF | 0,10 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 135 427 CHF | 15 043 CHF | 99,38% | 99,38% |
18/11/2024 | 10,12% | 0,10 CHF | 0,11 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 141 063 CHF | 15 606 CHF | 99,26% | 99,26% |
15/11/2024 | 10,30% | 0,09 CHF | 0,10 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 138 340 CHF | 15 334 CHF | 99,38% | 99,38% |
14/11/2024 | 10,81% | 0,09 CHF | 0,10 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 131 544 CHF | 14 654 CHF | 99,38% | 99,38% |
13/11/2024 | 11,96% | 0,08 CHF | 0,09 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 118 135 CHF | 13 314 CHF | 99,38% | 99,38% |
12/11/2024 | 11,10% | 0,08 CHF | 0,09 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 128 035 CHF | 14 304 CHF | 99,38% | 99,38% |
11/11/2024 | 10,53% | 0,09 CHF | 0,10 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 135 000 CHF | 15 000 CHF | 99,38% | 99,38% |
08/11/2024 | 10,29% | 0,10 CHF | 0,11 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 139 009 CHF | 15 401 CHF | 99,38% | 99,38% |
07/11/2024 | 10,99% | 0,08 CHF | 0,09 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 129 431 CHF | 14 443 CHF | 98,37% | 98,37% |