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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | - | 1,32 CHF | - CHF | 40 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
20/11/2024 | 0,78% | 1,29 CHF | 1,28 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 50 761 CHF | 25 580 CHF | 14,13% | 100,00% |
19/11/2024 | 0,83% | 1,24 CHF | 1,25 CHF | 50 000 | 20 000 | 50 000 | 20 000 | 60 051 CHF | 24 221 CHF | 100,00% | 100,00% |
18/11/2024 | 0,85% | 1,25 CHF | 1,26 CHF | 40 000 | 20 000 | 41 767 | 20 000 | 52 450 CHF | 25 355 CHF | 94,79% | 94,79% |
15/11/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 51 613 CHF | 26 007 CHF | 100,00% | 100,00% |
14/11/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 40 000 | 20 000 | 41 111 | 20 000 | 52 174 CHF | 25 603 CHF | 99,44% | 99,44% |
13/11/2024 | 0,93% | 1,17 CHF | 1,19 CHF | 50 000 | 20 000 | 50 000 | 19 927 | 58 357 CHF | 23 474 CHF | 98,88% | 98,88% |
12/11/2024 | 0,86% | 1,19 CHF | 1,20 CHF | 50 000 | 20 000 | 50 000 | 20 000 | 60 553 CHF | 24 430 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 50 000 | 20 000 | 50 000 | 20 000 | 61 183 CHF | 24 673 CHF | 100,00% | 100,00% |
08/11/2024 | 0,85% | 1,18 CHF | 1,19 CHF | 50 000 | 20 000 | 50 000 | 20 000 | 58 553 CHF | 23 621 CHF | 100,00% | 100,00% |