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 | 3,01% | 0,33 CHF | 0,34 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 147 085 CHF | 50 528 CHF | 3,96% | 99,38% |
19/11/2024 | 2,99% | 0,34 CHF | 0,34 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 148 151 CHF | 50 884 CHF | 14,83% | 96,66% |
18/11/2024 | 2,67% | 0,37 CHF | 0,38 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 166 500 CHF | 57 000 CHF | 0,34% | 97,66% |
15/11/2024 | 2,67% | 0,37 CHF | 0,38 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 166 500 CHF | 57 000 CHF | 0,05% | 96,50% |
14/11/2024 | - | 0,45 CHF | - CHF | 450 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,33% |
13/11/2024 | - | 0,42 CHF | - CHF | 450 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,07% |
12/11/2024 | - | 0,46 CHF | - CHF | 450 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,26% |
11/11/2024 | - | 0,47 CHF | - CHF | 450 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,36% |
08/11/2024 | - | 0,45 CHF | - CHF | 450 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,35% |
07/11/2024 | 2,48% | 0,40 CHF | 0,41 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 179 059 CHF | 61 186 CHF | 83,89% | 98,74% |