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 | - | 0,40 CHF | - CHF | 750 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,38% |
19/11/2024 | - | 0,37 CHF | - CHF | 750 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 96,69% |
18/11/2024 | - | 0,42 CHF | - CHF | 750 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 97,74% |
15/11/2024 | 3,28% | 0,41 CHF | 0,31 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 225 000 CHF | 77 500 CHF | 3,21% | 96,48% |
14/11/2024 | 3,58% | 0,36 CHF | 0,41 CHF | 750 000 | 250 000 | 821 676 | 273 892 | 234 022 CHF | 80 746 CHF | 69,89% | 93,03% |
13/11/2024 | 5,16% | 0,19 CHF | 0,20 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 169 907 CHF | 59 636 CHF | 98,81% | 98,81% |
12/11/2024 | 5,50% | 0,17 CHF | 0,18 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 159 305 CHF | 56 102 CHF | 99,38% | 99,38% |
11/11/2024 | 6,04% | 0,17 CHF | 0,18 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 144 855 CHF | 51 285 CHF | 99,15% | 99,15% |
08/11/2024 | 6,44% | 0,15 CHF | 0,16 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 150 450 CHF | 64 180 CHF | 98,88% | 98,88% |
07/11/2024 | 6,08% | 0,16 CHF | 0,17 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 159 508 CHF | 67 803 CHF | 97,21% | 97,21% |