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 | 2,62% | 0,41 CHF | 0,42 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 169 831 CHF | 58 111 CHF | 97,74% | 97,74% |
19/11/2024 | 2,56% | 0,40 CHF | 0,41 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 173 930 CHF | 59 477 CHF | 97,57% | 97,57% |
18/11/2024 | 2,56% | 0,41 CHF | 0,42 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 173 808 CHF | 59 436 CHF | 99,07% | 99,07% |
15/11/2024 | 1,99% | 0,46 CHF | 0,47 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 225 555 CHF | 76 685 CHF | 42,60% | 96,57% |
14/11/2024 | 1,81% | 0,56 CHF | 0,57 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 246 882 CHF | 83 794 CHF | 16,24% | 96,68% |
13/11/2024 | - | 0,60 CHF | - CHF | 450 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 96,24% |
12/11/2024 | - | 0,74 CHF | - CHF | 450 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 95,29% |
11/11/2024 | - | 0,83 CHF | - CHF | 450 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 98,68% |
08/11/2024 | - | 0,71 CHF | - CHF | 450 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 97,35% |
07/11/2024 | 1,62% | 0,75 CHF | 0,67 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 275 738 CHF | 93 413 CHF | 77,44% | 98,28% |