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 | - | 1.76 CHF | - CHF | 600'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.92% |
19.11.2024 | - | 1.80 CHF | - CHF | 600'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.94% |
18.11.2024 | - | 1.74 CHF | - CHF | 600'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.58% |
15.11.2024 | 0.76% | 1.45 CHF | 1.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 784'308 CHF | 263'436 CHF | 15.76% | 96.73% |
14.11.2024 | 0.74% | 1.32 CHF | 1.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 807'590 CHF | 271'197 CHF | 13.71% | 96.36% |
13.11.2024 | - | 1.77 CHF | - CHF | 600'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.07% |
12.11.2024 | 0.62% | 1.63 CHF | 1.67 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 969'530 CHF | 325'177 CHF | 2.39% | 87.27% |
11.11.2024 | - | 1.78 CHF | - CHF | 600'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.20% |
08.11.2024 | 0.94% | 1.17 CHF | 1.18 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 634'144 CHF | 213'381 CHF | 90.26% | 98.40% |
07.11.2024 | 1.05% | 1.03 CHF | 1.04 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 709'805 CHF | 239'102 CHF | 98.06% | 98.06% |