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 | - | 0.40 CHF | - CHF | 750'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.38% |
19.11.2024 | - | 0.37 CHF | - CHF | 750'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 96.69% |
18.11.2024 | - | 0.42 CHF | - CHF | 750'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.74% |
15.11.2024 | 3.28% | 0.41 CHF | 0.31 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 225'000 CHF | 77'500 CHF | 3.21% | 96.48% |
14.11.2024 | 3.58% | 0.36 CHF | 0.41 CHF | 750'000 | 250'000 | 821'676 | 273'892 | 234'022 CHF | 80'746 CHF | 69.89% | 93.03% |
13.11.2024 | 5.16% | 0.19 CHF | 0.20 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 169'907 CHF | 59'636 CHF | 98.81% | 98.81% |
12.11.2024 | 5.50% | 0.17 CHF | 0.18 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 159'305 CHF | 56'102 CHF | 99.38% | 99.38% |
11.11.2024 | 6.04% | 0.17 CHF | 0.18 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 144'855 CHF | 51'285 CHF | 99.15% | 99.15% |
08.11.2024 | 6.44% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 150'450 CHF | 64'180 CHF | 98.88% | 98.88% |
07.11.2024 | 6.08% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 159'508 CHF | 67'803 CHF | 97.21% | 97.21% |