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 | - | 1,66 CHF | - CHF | 50 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,44% |
19/11/2024 | - | 1,84 CHF | - CHF | 50 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 98,34% |
18/11/2024 | - | 1,83 CHF | - CHF | 50 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,27% |
15/11/2024 | - | 1,80 CHF | - CHF | 50 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,10% |
14/11/2024 | - | 1,79 CHF | - CHF | 50 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,41% |
13/11/2024 | 0,61% | 1,71 CHF | 1,63 CHF | 50 000 | 50 000 | 44 852 | 44 852 | 73 045 CHF | 73 494 CHF | 79,85% | 94,48% |
12/11/2024 | - | 1,69 CHF | - CHF | 25 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 98,17% |
11/11/2024 | - | 1,87 CHF | 1,35 CHF | 25 000 | 25 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 98,33% |
08/11/2024 | 0,67% | 1,58 CHF | 1,59 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 37 299 CHF | 37 549 CHF | 99,39% | 99,39% |
07/11/2024 | 0,66% | 1,51 CHF | 1,52 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 37 672 CHF | 37 922 CHF | 98,66% | 98,66% |