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 | 14,91% | 0,06 CHF | 0,07 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 93 453 CHF | 18 075 CHF | 99,22% | 99,22% |
15/11/2024 | 12,07% | 0,07 CHF | 0,08 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 117 108 CHF | 22 018 CHF | 99,37% | 99,37% |
14/11/2024 | 9,66% | 0,10 CHF | 0,11 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 148 143 CHF | 27 191 CHF | 99,38% | 99,38% |
13/11/2024 | 9,48% | 0,10 CHF | 0,11 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 150 777 CHF | 27 630 CHF | 99,37% | 99,37% |
12/11/2024 | 8,06% | 0,12 CHF | 0,13 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 178 791 CHF | 32 299 CHF | 99,37% | 99,37% |
11/11/2024 | 7,14% | 0,13 CHF | 0,14 CHF | 1 500 000 | 250 000 | 1 499 980 | 250 000 | 202 818 CHF | 36 303 CHF | 99,37% | 99,37% |
08/11/2024 | 8,54% | 0,12 CHF | 0,13 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 168 397 CHF | 30 566 CHF | 99,37% | 99,37% |
07/11/2024 | 9,35% | 0,11 CHF | 0,12 CHF | 1 500 000 | 250 000 | 1 500 000 | 249 978 | 153 841 CHF | 28 138 CHF | 99,29% | 99,29% |