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 | 10,75% | 0,08 CHF | 0,09 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 132 305 CHF | 19 641 CHF | 99,37% | 99,37% |
19/11/2024 | 10,79% | 0,09 CHF | 0,10 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 132 028 CHF | 19 604 CHF | 99,37% | 99,37% |
18/11/2024 | 10,24% | 0,09 CHF | 0,10 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 139 214 CHF | 20 562 CHF | 99,22% | 99,22% |
15/11/2024 | 9,14% | 0,11 CHF | 0,12 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 156 923 CHF | 22 923 CHF | 98,94% | 98,94% |
14/11/2024 | 9,51% | 0,10 CHF | 0,11 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 150 243 CHF | 22 032 CHF | 99,37% | 99,37% |
13/11/2024 | 9,28% | 0,10 CHF | 0,11 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 154 457 CHF | 22 594 CHF | 99,38% | 99,38% |
12/11/2024 | 9,13% | 0,10 CHF | 0,11 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 157 043 CHF | 22 939 CHF | 99,37% | 99,37% |
11/11/2024 | 8,54% | 0,11 CHF | 0,12 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 168 253 CHF | 24 434 CHF | 99,37% | 99,37% |
08/11/2024 | 8,68% | 0,12 CHF | 0,13 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 165 298 CHF | 24 040 CHF | 99,37% | 99,37% |
07/11/2024 | 8,39% | 0,11 CHF | 0,12 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 171 654 CHF | 24 887 CHF | 99,29% | 99,29% |