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 | 18,37% | 0,05 CHF | 0,06 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 74 580 CHF | 11 944 CHF | 99,37% | 99,37% |
19/11/2024 | 16,77% | 0,06 CHF | 0,07 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 83 127 CHF | 13 084 CHF | 99,37% | 99,37% |
18/11/2024 | 18,92% | 0,05 CHF | 0,06 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 72 244 CHF | 11 633 CHF | 99,22% | 99,22% |
15/11/2024 | 21,72% | 0,04 CHF | 0,05 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 62 833 CHF | 10 378 CHF | 98,94% | 98,94% |
14/11/2024 | 17,36% | 0,05 CHF | 0,06 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 79 548 CHF | 12 606 CHF | 99,38% | 99,38% |
13/11/2024 | 16,13% | 0,06 CHF | 0,07 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 86 017 CHF | 13 469 CHF | 99,38% | 99,38% |
12/11/2024 | 16,07% | 0,06 CHF | 0,07 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 86 351 CHF | 13 513 CHF | 99,38% | 99,38% |
11/11/2024 | 17,30% | 0,05 CHF | 0,06 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 79 714 CHF | 12 629 CHF | 99,38% | 99,38% |
08/11/2024 | 15,21% | 0,05 CHF | 0,06 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 91 383 CHF | 14 184 CHF | 99,37% | 99,37% |
07/11/2024 | 14,72% | 0,06 CHF | 0,07 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 94 847 CHF | 14 646 CHF | 99,29% | 99,29% |