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 | - | 0,51 CHF | - CHF | 750 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,33% |
19/11/2024 | - | 0,48 CHF | - CHF | 750 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 96,65% |
18/11/2024 | - | 0,53 CHF | - CHF | 750 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 97,69% |
15/11/2024 | - | 0,52 CHF | - CHF | 750 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 96,51% |
14/11/2024 | 3,02% | 0,47 CHF | 0,31 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 244 839 CHF | 84 113 CHF | 42,94% | 93,03% |
13/11/2024 | 3,63% | 0,28 CHF | 0,29 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 202 962 CHF | 70 154 CHF | 99,08% | 99,08% |
12/11/2024 | 3,78% | 0,25 CHF | 0,26 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 194 857 CHF | 67 452 CHF | 99,38% | 99,38% |
11/11/2024 | 4,05% | 0,25 CHF | 0,26 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 181 508 CHF | 63 003 CHF | 99,14% | 99,14% |
08/11/2024 | 4,28% | 0,23 CHF | 0,24 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 205 715 CHF | 71 572 CHF | 98,88% | 98,88% |
07/11/2024 | 4,11% | 0,24 CHF | 0,25 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 214 406 CHF | 74 469 CHF | 97,27% | 97,27% |