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 | 17,80% | 0,05 CHF | 0,06 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 77 041 CHF | 15 340 CHF | 99,38% | 99,38% |
19/11/2024 | 17,54% | 0,05 CHF | 0,06 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 78 462 CHF | 15 577 CHF | 99,37% | 99,37% |
18/11/2024 | 15,18% | 0,06 CHF | 0,07 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 91 500 CHF | 17 750 CHF | 99,23% | 99,23% |
15/11/2024 | 12,16% | 0,06 CHF | 0,07 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 116 336 CHF | 21 889 CHF | 99,37% | 99,37% |
14/11/2024 | 10,24% | 0,09 CHF | 0,10 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 139 620 CHF | 25 770 CHF | 99,38% | 99,38% |
13/11/2024 | 10,37% | 0,10 CHF | 0,11 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 137 314 CHF | 25 386 CHF | 99,38% | 99,38% |
12/11/2024 | 8,76% | 0,11 CHF | 0,12 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 163 910 CHF | 29 818 CHF | 99,37% | 99,37% |
11/11/2024 | 7,92% | 0,12 CHF | 0,13 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 182 016 CHF | 32 836 CHF | 99,38% | 99,38% |
08/11/2024 | 9,14% | 0,11 CHF | 0,12 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 156 933 CHF | 28 656 CHF | 99,38% | 99,38% |
07/11/2024 | 9,59% | 0,10 CHF | 0,11 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 148 977 CHF | 27 330 CHF | 99,30% | 99,30% |