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 | - | 0,62 CHF | - CHF | 300 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,06% |
19/11/2024 | - | 0,63 CHF | - CHF | 300 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,27% |
18/11/2024 | - | 0,61 CHF | - CHF | 300 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,37% |
15/11/2024 | 1,89% | 0,59 CHF | 0,57 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 157 679 CHF | 53 560 CHF | 53,26% | 99,41% |
14/11/2024 | 1,87% | 0,55 CHF | 0,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 159 197 CHF | 54 066 CHF | 96,75% | 97,78% |
13/11/2024 | 1,97% | 0,50 CHF | 0,51 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 150 875 CHF | 51 292 CHF | 98,99% | 98,99% |
12/11/2024 | 1,95% | 0,51 CHF | 0,52 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 152 355 CHF | 51 785 CHF | 95,50% | 95,50% |
11/11/2024 | 1,84% | 0,54 CHF | 0,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 161 842 CHF | 54 947 CHF | 19,71% | 98,54% |
08/11/2024 | 2,22% | 0,51 CHF | 0,52 CHF | 300 000 | 100 000 | 419 081 | 139 694 | 185 453 CHF | 63 215 CHF | 95,92% | 95,92% |
07/11/2024 | 2,55% | 0,42 CHF | 0,43 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 174 090 CHF | 59 530 CHF | 98,58% | 98,58% |