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 | - | 2,04 CHF | - CHF | 225 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,19% |
19/11/2024 | 0,53% | 2,09 CHF | 1,89 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 421 669 CHF | 141 306 CHF | 8,78% | 95,21% |
18/11/2024 | 0,53% | 1,86 CHF | 1,87 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 419 841 CHF | 140 697 CHF | 99,11% | 99,11% |
15/11/2024 | 0,54% | 1,84 CHF | 1,85 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 418 260 CHF | 140 170 CHF | 99,53% | 99,53% |
14/11/2024 | 0,51% | 1,93 CHF | 1,94 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 440 768 CHF | 147 672 CHF | 97,10% | 97,10% |
13/11/2024 | 0,52% | 1,91 CHF | 1,92 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 430 212 CHF | 144 154 CHF | 96,91% | 96,91% |
12/11/2024 | 0,54% | 1,90 CHF | 1,91 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 416 265 CHF | 139 505 CHF | 99,58% | 99,58% |
11/11/2024 | 0,53% | 1,85 CHF | 1,86 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 425 251 CHF | 142 500 CHF | 98,38% | 98,38% |
08/11/2024 | 0,55% | 1,89 CHF | 1,90 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 407 405 CHF | 136 552 CHF | 99,59% | 99,59% |
07/11/2024 | 0,56% | 1,79 CHF | 1,80 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 398 316 CHF | 133 522 CHF | 98,79% | 98,79% |