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 | 14,45% | 0,06 CHF | 0,07 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 96 865 CHF | 14 915 CHF | 99,38% | 99,38% |
19/11/2024 | 14,30% | 0,07 CHF | 0,08 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 97 982 CHF | 15 064 CHF | 99,37% | 99,37% |
18/11/2024 | 13,28% | 0,07 CHF | 0,08 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 105 473 CHF | 16 063 CHF | 99,22% | 99,22% |
15/11/2024 | 11,62% | 0,08 CHF | 0,09 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 121 908 CHF | 18 254 CHF | 98,94% | 98,94% |
14/11/2024 | 12,57% | 0,08 CHF | 0,09 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 112 301 CHF | 16 973 CHF | 99,37% | 99,37% |
13/11/2024 | 11,67% | 0,07 CHF | 0,08 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 121 583 CHF | 18 211 CHF | 99,38% | 99,38% |
12/11/2024 | 11,57% | 0,08 CHF | 0,09 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 122 356 CHF | 18 314 CHF | 99,37% | 99,37% |
11/11/2024 | 10,97% | 0,08 CHF | 0,09 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 129 651 CHF | 19 287 CHF | 99,37% | 99,37% |
08/11/2024 | 10,87% | 0,09 CHF | 0,10 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 130 812 CHF | 19 442 CHF | 99,37% | 99,37% |
07/11/2024 | 10,79% | 0,09 CHF | 0,10 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 131 798 CHF | 19 573 CHF | 99,29% | 99,29% |