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 | - | 1,72 CHF | - CHF | 300 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 98,71% |
19/11/2024 | 0,67% | 1,58 CHF | 1,50 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 445 049 CHF | 149 350 CHF | 2,76% | 99,12% |
18/11/2024 | 0,71% | 1,51 CHF | 1,52 CHF | 300 000 | 100 000 | 431 571 | 143 857 | 602 281 CHF | 202 199 CHF | 97,82% | 99,08% |
15/11/2024 | 0,69% | 1,39 CHF | 1,40 CHF | 450 000 | 150 000 | 330 431 | 110 144 | 478 568 CHF | 160 624 CHF | 97,22% | 97,22% |
14/11/2024 | 0,67% | 1,50 CHF | 1,51 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 443 296 CHF | 148 765 CHF | 86,39% | 97,59% |
13/11/2024 | 0,71% | 1,45 CHF | 1,46 CHF | 300 000 | 100 000 | 427 125 | 142 375 | 600 432 CHF | 201 568 CHF | 98,81% | 98,81% |
12/11/2024 | 0,76% | 1,33 CHF | 1,34 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 590 747 CHF | 198 416 CHF | 98,55% | 98,55% |
11/11/2024 | 0,79% | 1,30 CHF | 1,31 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 564 432 CHF | 189 644 CHF | 98,98% | 98,98% |
08/11/2024 | 0,80% | 1,22 CHF | 1,23 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 558 160 CHF | 187 553 CHF | 96,88% | 96,88% |
07/11/2024 | 0,86% | 1,21 CHF | 1,22 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 523 958 CHF | 176 153 CHF | 98,19% | 98,19% |