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 | - | 2,52 CHF | - CHF | 225 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 98,96% |
19/11/2024 | 0,42% | 2,57 CHF | 2,39 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 532 470 CHF | 178 240 CHF | 26,59% | 94,94% |
18/11/2024 | 0,43% | 2,34 CHF | 2,35 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 526 863 CHF | 176 371 CHF | 98,73% | 98,73% |
15/11/2024 | 0,43% | 2,32 CHF | 2,33 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 525 926 CHF | 176 059 CHF | 99,36% | 99,36% |
14/11/2024 | 0,41% | 2,41 CHF | 2,42 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 547 860 CHF | 183 370 CHF | 98,23% | 98,23% |
13/11/2024 | 0,42% | 2,39 CHF | 2,40 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 537 404 CHF | 179 885 CHF | 96,91% | 96,91% |
12/11/2024 | 0,43% | 2,38 CHF | 2,39 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 523 084 CHF | 175 111 CHF | 97,90% | 97,90% |
11/11/2024 | 0,42% | 2,32 CHF | 2,33 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 531 711 CHF | 177 987 CHF | 98,30% | 98,30% |
08/11/2024 | 0,44% | 2,37 CHF | 2,38 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 513 222 CHF | 171 824 CHF | 95,69% | 95,69% |
07/11/2024 | 0,45% | 2,26 CHF | 2,27 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 503 797 CHF | 168 682 CHF | 98,61% | 98,61% |