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 | - | 1,28 CHF | - CHF | 40 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,27% |
19/11/2024 | - | 1,10 CHF | - CHF | 50 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,15% |
18/11/2024 | - | 1,11 CHF | - CHF | 50 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 98,27% |
15/11/2024 | 2,02% | 1,37 CHF | 1,38 CHF | 40 000 | 10 000 | 39 999 | 6 104 | 56 093 CHF | 8 600 CHF | 45,41% | 86,86% |
14/11/2024 | 1,85% | 1,59 CHF | 1,60 CHF | 40 000 | 10 000 | 39 571 | 5 807 | 61 752 CHF | 9 297 CHF | 99,30% | 99,30% |
13/11/2024 | 2,17% | 1,44 CHF | 1,46 CHF | 40 000 | 10 000 | 43 466 | 5 902 | 56 128 CHF | 7 929 CHF | 95,90% | 95,90% |
12/11/2024 | 2,18% | 1,46 CHF | 1,47 CHF | 40 000 | 7 500 | 40 000 | 5 285 | 54 306 CHF | 7 389 CHF | 95,93% | 95,93% |
11/11/2024 | 3,18% | 1,20 CHF | 1,21 CHF | 50 000 | 7 500 | 58 020 | 5 300 | 55 136 CHF | 5 350 CHF | 96,73% | 96,73% |