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 | 2,05% | 0,48 CHF | 0,49 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 216 842 CHF | 73 781 CHF | 17,13% | 97,76% |
19/11/2024 | 2,05% | 0,49 CHF | 0,50 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 216 902 CHF | 73 801 CHF | 17,90% | 96,57% |
18/11/2024 | 1,96% | 0,52 CHF | 0,52 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 227 704 CHF | 77 401 CHF | 17,30% | 98,60% |
15/11/2024 | 1,90% | 0,52 CHF | 0,53 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 234 842 CHF | 79 781 CHF | 5,43% | 98,33% |
14/11/2024 | - | 0,59 CHF | - CHF | 450 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 96,75% |
13/11/2024 | - | 0,55 CHF | - CHF | 450 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 97,19% |
12/11/2024 | - | 0,55 CHF | - CHF | 450 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 92,08% |
11/11/2024 | - | 0,53 CHF | - CHF | 450 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 98,78% |
08/11/2024 | - | 0,57 CHF | - CHF | 450 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 91,41% |
07/11/2024 | - | 0,59 CHF | - CHF | 450 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 98,25% |