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 | 0,52% | 1,86 CHF | 1,87 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 429 113 CHF | 143 788 CHF | 70,10% | 97,98% |
19/11/2024 | 0,53% | 1,86 CHF | 1,87 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 424 793 CHF | 142 348 CHF | 76,03% | 87,55% |
18/11/2024 | 0,51% | 1,95 CHF | 1,96 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 437 646 CHF | 146 632 CHF | 17,29% | 96,27% |
15/11/2024 | 0,50% | 1,95 CHF | 1,96 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 444 864 CHF | 149 038 CHF | 90,30% | 96,65% |
14/11/2024 | 0,50% | 2,04 CHF | 2,00 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 448 337 CHF | 150 196 CHF | 3,40% | 90,94% |
13/11/2024 | 0,50% | 2,00 CHF | 2,00 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 447 768 CHF | 150 006 CHF | 82,17% | 83,95% |
12/11/2024 | - | 2,08 CHF | - CHF | 225 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,33% |
11/11/2024 | - | 2,15 CHF | - CHF | 225 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 96,66% |
08/11/2024 | - | 2,13 CHF | - CHF | 225 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,34% |
07/11/2024 | - | 2,33 CHF | - CHF | 225 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 69,21% |