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 | - | 1,76 CHF | - CHF | 600 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 97,92% |
19/11/2024 | - | 1,80 CHF | - CHF | 600 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 98,94% |
18/11/2024 | - | 1,74 CHF | - CHF | 600 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 98,58% |
15/11/2024 | 0,76% | 1,45 CHF | 1,38 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 784 308 CHF | 263 436 CHF | 15,76% | 96,73% |
14/11/2024 | 0,74% | 1,32 CHF | 1,33 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 807 590 CHF | 271 197 CHF | 13,71% | 96,36% |
13/11/2024 | - | 1,77 CHF | - CHF | 600 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 98,07% |
12/11/2024 | 0,62% | 1,63 CHF | 1,67 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 969 530 CHF | 325 177 CHF | 2,39% | 87,27% |
11/11/2024 | - | 1,78 CHF | - CHF | 600 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 98,20% |
08/11/2024 | 0,94% | 1,17 CHF | 1,18 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 634 144 CHF | 213 381 CHF | 90,26% | 98,40% |
07/11/2024 | 1,05% | 1,03 CHF | 1,04 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 709 805 CHF | 239 102 CHF | 98,06% | 98,06% |