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 | - | 0.83 CHF | - CHF | 70'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.02% |
19.11.2024 | - | 0.65 CHF | - CHF | 80'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.32% |
18.11.2024 | - | 0.67 CHF | - CHF | 80'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.27% |
15.11.2024 | - | 0.92 CHF | - CHF | 60'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 86.82% |
14.11.2024 | 2.57% | 1.14 CHF | 1.16 CHF | 50'000 | 10'000 | 49'997 | 5'806 | 55'793 CHF | 6'708 CHF | 99.30% | 99.30% |
13.11.2024 | 3.30% | 1.00 CHF | 1.02 CHF | 50'000 | 10'000 | 64'718 | 5'927 | 54'835 CHF | 5'338 CHF | 95.19% | 95.19% |
12.11.2024 | 3.23% | 1.01 CHF | 1.03 CHF | 50'000 | 7'500 | 58'396 | 5'285 | 53'260 CHF | 5'052 CHF | 95.92% | 95.92% |