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 | 51,92% | 0,01 CHF | 0,02 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 23 894 CHF | 5 186 CHF | 99,38% | 99,38% |
19/11/2024 | 43,97% | 0,02 CHF | 0,03 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 28 908 CHF | 5 854 CHF | 99,37% | 99,37% |
18/11/2024 | 31,97% | 0,03 CHF | 0,04 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 41 585 CHF | 7 545 CHF | 99,22% | 99,22% |
15/11/2024 | 19,47% | 0,04 CHF | 0,05 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 70 211 CHF | 11 362 CHF | 99,37% | 99,37% |
14/11/2024 | 16,71% | 0,05 CHF | 0,06 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 82 876 CHF | 13 050 CHF | 99,38% | 99,38% |
13/11/2024 | 17,30% | 0,05 CHF | 0,06 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 79 753 CHF | 12 634 CHF | 99,37% | 99,37% |
12/11/2024 | 13,76% | 0,06 CHF | 0,07 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 102 119 CHF | 15 616 CHF | 99,38% | 99,38% |
11/11/2024 | 10,36% | 0,09 CHF | 0,10 CHF | 1 500 000 | 150 000 | 1 500 000 | 155 961 | 137 957 CHF | 15 832 CHF | 99,37% | 99,37% |
08/11/2024 | 10,75% | 0,09 CHF | 0,10 CHF | 1 500 000 | 150 000 | 1 500 000 | 158 915 | 132 326 CHF | 15 535 CHF | 99,37% | 99,37% |
07/11/2024 | 9,38% | 0,10 CHF | 0,11 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 152 534 CHF | 16 753 CHF | 99,28% | 99,28% |