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 | 1,94% | 0,50 CHF | 0,51 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 306 791 CHF | 104 264 CHF | 20,20% | 97,89% |
19/11/2024 | 1,90% | 0,52 CHF | 0,53 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 312 276 CHF | 106 092 CHF | 87,34% | 98,94% |
18/11/2024 | 1,99% | 0,55 CHF | 0,56 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 299 161 CHF | 101 720 CHF | 84,81% | 98,79% |
15/11/2024 | 1,96% | 0,48 CHF | 0,49 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 304 035 CHF | 103 345 CHF | 98,53% | 98,53% |
14/11/2024 | 1,80% | 0,54 CHF | 0,55 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 329 473 CHF | 111 824 CHF | 18,99% | 94,76% |
13/11/2024 | - | 0,58 CHF | - CHF | 600 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 97,03% |
12/11/2024 | - | 0,62 CHF | - CHF | 600 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 98,53% |
11/11/2024 | - | 0,67 CHF | - CHF | 600 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,02% |
08/11/2024 | - | 0,71 CHF | - CHF | 600 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 97,87% |
07/11/2024 | - | 0,69 CHF | - CHF | 600 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 98,50% |