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 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
19.11.2024 | 7.39% | 1.36 CHF | 1.47 CHF | 40'000 | 7'500 | 40'130 | 7'500 | 53'680 CHF | 10'803 CHF | 83.38% | 83.38% |
18.11.2024 | 9.29% | 1.28 CHF | 1.41 CHF | 40'000 | 5'000 | 41'819 | 5'000 | 55'755 CHF | 7'359 CHF | 100.00% | 100.00% |
15.11.2024 | 9.48% | 1.67 CHF | 1.88 CHF | 34'203 | 2'500 | 30'001 | 2'500 | 63'805 CHF | 5'844 CHF | 96.94% | 96.94% |
14.11.2024 | 7.51% | 2.83 CHF | 3.05 CHF | 20'000 | 2'500 | 20'795 | 2'500 | 57'464 CHF | 7'481 CHF | 97.95% | 97.95% |
13.11.2024 | 9.14% | 2.25 CHF | 2.46 CHF | 30'000 | 2'500 | 30'000 | 2'494 | 65'781 CHF | 5'990 CHF | 98.34% | 98.34% |
12.11.2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
11.11.2024 | 10.85% | 5.34 CHF | 5.84 CHF | 10'000 | 1'000 | 13'384 | 1'000 | 58'054 CHF | 4'898 CHF | 30.71% | 30.71% |