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 | - | 0,63 CHF | - CHF | 750 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,31% |
19/11/2024 | - | 0,60 CHF | - CHF | 750 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 96,70% |
18/11/2024 | - | 0,64 CHF | - CHF | 750 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 97,73% |
15/11/2024 | - | 0,63 CHF | - CHF | 750 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 96,38% |
14/11/2024 | 2,41% | 0,58 CHF | 0,42 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 308 087 CHF | 105 196 CHF | 0,27% | 92,96% |
13/11/2024 | 2,65% | 0,38 CHF | 0,39 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 279 315 CHF | 95 605 CHF | 99,06% | 99,06% |
12/11/2024 | 2,74% | 0,35 CHF | 0,36 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 270 137 CHF | 92 546 CHF | 99,38% | 99,38% |
11/11/2024 | 2,88% | 0,35 CHF | 0,36 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 256 532 CHF | 88 011 CHF | 99,14% | 99,14% |
08/11/2024 | 3,01% | 0,33 CHF | 0,34 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 245 572 CHF | 84 357 CHF | 98,89% | 98,89% |
07/11/2024 | 2,96% | 0,33 CHF | 0,34 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 249 498 CHF | 85 666 CHF | 97,23% | 97,23% |