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 | - | 1,07 CHF | - CHF | 450 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,19% |
19/11/2024 | - | 1,06 CHF | - CHF | 450 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 96,65% |
18/11/2024 | 0,97% | 1,11 CHF | 1,04 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 462 763 CHF | 155 754 CHF | 15,03% | 97,36% |
15/11/2024 | 1,02% | 1,01 CHF | 1,02 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 438 215 CHF | 147 572 CHF | 95,39% | 95,39% |
14/11/2024 | 1,01% | 0,99 CHF | 1,00 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 444 767 CHF | 149 756 CHF | 99,38% | 99,38% |
13/11/2024 | 1,04% | 0,97 CHF | 0,98 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 428 542 CHF | 144 347 CHF | 98,75% | 98,75% |
12/11/2024 | 1,04% | 0,92 CHF | 0,93 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 431 180 CHF | 145 227 CHF | 99,35% | 99,35% |
11/11/2024 | 1,02% | 0,98 CHF | 0,99 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 439 856 CHF | 148 119 CHF | 98,31% | 98,31% |
08/11/2024 | 1,06% | 0,98 CHF | 0,99 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 422 160 CHF | 142 220 CHF | 98,16% | 98,16% |
07/11/2024 | 1,03% | 0,94 CHF | 0,95 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 433 509 CHF | 146 003 CHF | 98,71% | 98,71% |