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 | - | 1.99 CHF | - CHF | 600'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.93% |
19.11.2024 | - | 2.03 CHF | - CHF | 600'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.95% |
18.11.2024 | - | 1.97 CHF | - CHF | 600'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.89% |
15.11.2024 | - | 1.68 CHF | - CHF | 600'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.69% |
14.11.2024 | - | 1.55 CHF | - CHF | 600'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.11% |
13.11.2024 | - | 2.00 CHF | - CHF | 600'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.20% |
12.11.2024 | - | 1.86 CHF | - CHF | 600'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 87.60% |
11.11.2024 | - | 2.01 CHF | - CHF | 600'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.92% |
08.11.2024 | - | 1.40 CHF | - CHF | 600'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.89% |
07.11.2024 | 0.87% | 1.25 CHF | 1.16 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 857'536 CHF | 288'345 CHF | 63.51% | 98.09% |