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 | - | 1.07 CHF | - CHF | 450'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.19% |
19.11.2024 | - | 1.06 CHF | - CHF | 450'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 96.65% |
18.11.2024 | 0.97% | 1.11 CHF | 1.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 462'763 CHF | 155'754 CHF | 15.03% | 97.36% |
15.11.2024 | 1.02% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 438'215 CHF | 147'572 CHF | 95.39% | 95.39% |
14.11.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 444'767 CHF | 149'756 CHF | 99.38% | 99.38% |
13.11.2024 | 1.04% | 0.97 CHF | 0.98 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 428'542 CHF | 144'347 CHF | 98.75% | 98.75% |
12.11.2024 | 1.04% | 0.92 CHF | 0.93 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 431'180 CHF | 145'227 CHF | 99.35% | 99.35% |
11.11.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 439'856 CHF | 148'119 CHF | 98.31% | 98.31% |
08.11.2024 | 1.06% | 0.98 CHF | 0.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 422'160 CHF | 142'220 CHF | 98.16% | 98.16% |
07.11.2024 | 1.03% | 0.94 CHF | 0.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 433'509 CHF | 146'003 CHF | 98.71% | 98.71% |