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 | - | 0,87 CHF | - CHF | 60 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
22/11/2024 | - | 0,86 CHF | - CHF | 60 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 34,08% |
20/11/2024 | 1,51% | 0,85 CHF | 0,86 CHF | 67 690 | 50 000 | 60 420 | 50 000 | 50 799 CHF | 42 680 CHF | 12,32% | 58,76% |
19/11/2024 | 1,69% | 0,84 CHF | 0,85 CHF | 67 144 | 50 000 | 68 838 | 50 000 | 54 036 CHF | 39 930 CHF | 81,23% | 81,23% |
18/11/2024 | 1,88% | 0,79 CHF | 0,80 CHF | 68 422 | 50 000 | 70 028 | 45 531 | 53 675 CHF | 35 780 CHF | 91,59% | 91,59% |
15/11/2024 | 1,75% | 0,72 CHF | 0,73 CHF | 74 410 | 50 000 | 71 252 | 50 000 | 52 237 CHF | 37 360 CHF | 74,74% | 74,74% |
14/11/2024 | 1,58% | 0,94 CHF | 0,95 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 54 044 CHF | 45 755 CHF | 99,27% | 99,27% |
13/11/2024 | 1,32% | 0,91 CHF | 0,92 CHF | 60 000 | 50 000 | 60 000 | 49 375 | 52 529 CHF | 43 800 CHF | 99,40% | 99,40% |
12/11/2024 | 1,62% | 0,88 CHF | 0,90 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 52 871 CHF | 44 779 CHF | 100,00% | 100,00% |
11/11/2024 | 1,56% | 0,90 CHF | 0,92 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 55 106 CHF | 46 642 CHF | 100,00% | 100,00% |