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 | 7,75% | 0,14 CHF | 0,15 CHF | 1 500 000 | 150 000 | 1 500 000 | 148 393 | 188 588 CHF | 20 102 CHF | 99,37% | 99,37% |
19/11/2024 | 7,74% | 0,12 CHF | 0,13 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 187 736 CHF | 20 274 CHF | 99,37% | 99,37% |
18/11/2024 | 8,87% | 0,11 CHF | 0,12 CHF | 1 500 000 | 150 000 | 1 500 000 | 152 142 | 163 296 CHF | 18 044 CHF | 99,23% | 99,23% |
15/11/2024 | 10,51% | 0,10 CHF | 0,11 CHF | 1 500 000 | 150 000 | 1 500 000 | 186 194 | 135 517 CHF | 18 629 CHF | 99,37% | 99,37% |
14/11/2024 | 11,19% | 0,09 CHF | 0,10 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 126 941 CHF | 18 926 CHF | 99,37% | 99,37% |
13/11/2024 | 10,37% | 0,09 CHF | 0,10 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 137 299 CHF | 20 307 CHF | 99,37% | 99,37% |
12/11/2024 | 11,55% | 0,09 CHF | 0,10 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 122 620 CHF | 18 349 CHF | 99,37% | 99,37% |
11/11/2024 | 13,84% | 0,07 CHF | 0,08 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 101 357 CHF | 15 514 CHF | 99,37% | 99,37% |
08/11/2024 | 12,64% | 0,08 CHF | 0,09 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 111 603 CHF | 16 880 CHF | 99,38% | 99,38% |
07/11/2024 | 13,05% | 0,06 CHF | 0,07 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 107 908 CHF | 16 388 CHF | 99,28% | 99,28% |