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 | - | 1.17 CHF | - CHF | 50'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.34% |
19.11.2024 | - | 0.99 CHF | - CHF | 60'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.20% |
18.11.2024 | - | 1.00 CHF | - CHF | 50'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.34% |
15.11.2024 | 3.27% | 1.26 CHF | 1.35 CHF | 40'000 | 10'000 | 40'000 | 2'648 | 55'373 CHF | 3'777 CHF | 9.88% | 87.34% |
14.11.2024 | 1.97% | 1.48 CHF | 1.50 CHF | 40'000 | 10'000 | 40'000 | 5'805 | 58'113 CHF | 8'661 CHF | 99.39% | 99.39% |
13.11.2024 | 2.41% | 1.34 CHF | 1.35 CHF | 40'000 | 10'000 | 47'463 | 5'922 | 56'120 CHF | 7'317 CHF | 95.34% | 95.34% |
12.11.2024 | 2.38% | 1.35 CHF | 1.36 CHF | 40'000 | 7'500 | 47'702 | 5'284 | 59'416 CHF | 6'820 CHF | 96.05% | 96.05% |