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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | - | 1,52 CHF | - CHF | 300 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 97,90% |
22/11/2024 | 0,69% | 1,49 CHF | 1,47 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 430 958 CHF | 144 653 CHF | 58,63% | 94,45% |
20/11/2024 | 0,75% | 1,33 CHF | 1,34 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 397 274 CHF | 133 425 CHF | 98,06% | 98,06% |
19/11/2024 | 0,75% | 1,32 CHF | 1,33 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 398 100 CHF | 133 700 CHF | 96,70% | 96,70% |
18/11/2024 | 0,71% | 1,39 CHF | 1,40 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 423 514 CHF | 142 171 CHF | 96,24% | 97,67% |
15/11/2024 | 0,73% | 1,42 CHF | 1,43 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 408 993 CHF | 137 331 CHF | 96,38% | 96,51% |
14/11/2024 | 0,69% | 1,44 CHF | 1,45 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 430 431 CHF | 144 477 CHF | 17,57% | 99,40% |
13/11/2024 | 0,71% | 1,49 CHF | 1,47 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 423 397 CHF | 142 132 CHF | 73,27% | 99,04% |
12/11/2024 | 0,69% | 1,43 CHF | 1,44 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 433 853 CHF | 145 618 CHF | 20,53% | 99,38% |
11/11/2024 | 0,70% | 1,48 CHF | 1,49 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 430 142 CHF | 144 381 CHF | 8,50% | 99,36% |