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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | - | 2,25 CHF | - CHF | 50 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,36% |
22/11/2024 | - | 2,13 CHF | - CHF | 50 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
20/11/2024 | 0,98% | 1,93 CHF | 1,93 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 95 253 CHF | 96 195 CHF | 14,13% | 89,78% |
19/11/2024 | 0,99% | 1,85 CHF | 1,86 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 94 171 CHF | 95 110 CHF | 98,83% | 98,83% |
18/11/2024 | 1,29% | 1,82 CHF | 1,84 CHF | 50 000 | 50 000 | 45 564 | 44 435 | 79 497 CHF | 78 469 CHF | 99,09% | 99,09% |
15/11/2024 | 1,15% | 1,61 CHF | 1,63 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 052 CHF | 79 968 CHF | 99,73% | 99,73% |
14/11/2024 | 1,23% | 1,56 CHF | 1,58 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 209 CHF | 74 117 CHF | 97,08% | 97,08% |
13/11/2024 | 1,17% | 1,53 CHF | 1,55 CHF | 50 000 | 50 000 | 49 879 | 49 698 | 76 094 CHF | 76 703 CHF | 97,16% | 97,16% |
12/11/2024 | 1,15% | 1,48 CHF | 1,50 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 78 276 CHF | 79 181 CHF | 98,02% | 98,02% |
11/11/2024 | 1,22% | 1,67 CHF | 1,69 CHF | 50 000 | 50 000 | 41 256 | 41 256 | 70 444 CHF | 71 247 CHF | 100,00% | 100,00% |