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 | - | 0.51 CHF | - CHF | 750'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.33% |
19.11.2024 | - | 0.48 CHF | - CHF | 750'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 96.65% |
18.11.2024 | - | 0.53 CHF | - CHF | 750'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.69% |
15.11.2024 | - | 0.52 CHF | - CHF | 750'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 96.51% |
14.11.2024 | 3.02% | 0.47 CHF | 0.31 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 244'839 CHF | 84'113 CHF | 42.94% | 93.03% |
13.11.2024 | 3.63% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 202'962 CHF | 70'154 CHF | 99.08% | 99.08% |
12.11.2024 | 3.78% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 194'857 CHF | 67'452 CHF | 99.38% | 99.38% |
11.11.2024 | 4.05% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 181'508 CHF | 63'003 CHF | 99.14% | 99.14% |
08.11.2024 | 4.28% | 0.23 CHF | 0.24 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 205'715 CHF | 71'572 CHF | 98.88% | 98.88% |
07.11.2024 | 4.11% | 0.24 CHF | 0.25 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 214'406 CHF | 74'469 CHF | 97.27% | 97.27% |