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 | - | 1.28 CHF | - CHF | 40'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.27% |
19.11.2024 | - | 1.10 CHF | - CHF | 50'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.15% |
18.11.2024 | - | 1.11 CHF | - CHF | 50'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.27% |
15.11.2024 | 2.02% | 1.37 CHF | 1.38 CHF | 40'000 | 10'000 | 39'999 | 6'104 | 56'093 CHF | 8'600 CHF | 45.41% | 86.86% |
14.11.2024 | 1.85% | 1.59 CHF | 1.60 CHF | 40'000 | 10'000 | 39'571 | 5'807 | 61'752 CHF | 9'297 CHF | 99.30% | 99.30% |
13.11.2024 | 2.17% | 1.44 CHF | 1.46 CHF | 40'000 | 10'000 | 43'466 | 5'902 | 56'128 CHF | 7'929 CHF | 95.90% | 95.90% |
12.11.2024 | 2.18% | 1.46 CHF | 1.47 CHF | 40'000 | 7'500 | 40'000 | 5'285 | 54'306 CHF | 7'389 CHF | 95.93% | 95.93% |
11.11.2024 | 3.18% | 1.20 CHF | 1.21 CHF | 50'000 | 7'500 | 58'020 | 5'300 | 55'136 CHF | 5'350 CHF | 96.73% | 96.73% |