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 | - | 0,60 CHF | - CHF | 450 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 79,38% |
22/11/2024 | - | 0,54 CHF | - CHF | 450 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 79,28% |
20/11/2024 | 1,99% | 0,49 CHF | 0,50 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 224 444 CHF | 76 315 CHF | 8,72% | 88,22% |
19/11/2024 | 2,04% | 0,54 CHF | 0,50 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 217 969 CHF | 74 156 CHF | 6,00% | 85,70% |
18/11/2024 | 2,08% | 0,53 CHF | 0,52 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 214 100 CHF | 72 867 CHF | 79,35% | 97,57% |
15/11/2024 | 2,04% | 0,47 CHF | 0,48 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 218 337 CHF | 74 279 CHF | 81,09% | 95,51% |
14/11/2024 | 2,12% | 0,50 CHF | 0,49 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 209 752 CHF | 71 417 CHF | 82,60% | 99,24% |
13/11/2024 | 2,22% | 0,46 CHF | 0,47 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 200 888 CHF | 68 463 CHF | 99,22% | 99,22% |
12/11/2024 | 2,19% | 0,47 CHF | 0,48 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 203 681 CHF | 69 394 CHF | 97,71% | 97,71% |
11/11/2024 | 2,07% | 0,44 CHF | 0,45 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 215 456 CHF | 73 319 CHF | 88,97% | 99,20% |