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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | - | 1,45 CHF | - CHF | 50 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,40% |
20/11/2024 | 0,81% | 1,20 CHF | 1,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 376 CHF | 61 876 CHF | 99,38% | 99,38% |
19/11/2024 | 0,86% | 1,16 CHF | 1,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 904 CHF | 58 404 CHF | 97,85% | 97,85% |
18/11/2024 | 0,80% | 1,19 CHF | 1,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 516 CHF | 63 016 CHF | 99,14% | 99,14% |
15/11/2024 | 0,78% | 1,25 CHF | 1,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 204 CHF | 64 704 CHF | 99,43% | 99,43% |
14/11/2024 | 0,74% | 1,39 CHF | 1,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 519 CHF | 68 019 CHF | 1,50% | 99,14% |
13/11/2024 | - | 1,59 CHF | - CHF | 50 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 98,95% |
12/11/2024 | 0,71% | 1,57 CHF | 1,41 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 34 913 CHF | 35 163 CHF | 2,79% | 98,70% |
11/11/2024 | 0,82% | 1,48 CHF | 1,37 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 30 518 CHF | 30 768 CHF | 77,00% | 98,33% |
08/11/2024 | 1,01% | 1,08 CHF | 1,09 CHF | 25 000 | 25 000 | 35 607 | 35 607 | 34 839 CHF | 35 195 CHF | 99,43% | 99,43% |