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 | 1.94% | 0.50 CHF | 0.51 CHF | 99'000 | 99'000 | 98'957 | 98'957 | 50'692 CHF | 51'682 CHF | 100.00% | 100.00% |
19.11.2024 | 2.07% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 98'029 | 98'029 | 47'545 CHF | 48'525 CHF | 92.70% | 97.63% |
18.11.2024 | - | 0.39 CHF | - CHF | 95'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15.11.2024 | - | 0.40 CHF | - CHF | 95'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
14.11.2024 | - | 0.36 CHF | - CHF | 94'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
13.11.2024 | 2.36% | 0.38 CHF | 0.41 CHF | 95'000 | 95'000 | 95'915 | 95'915 | 40'140 CHF | 41'099 CHF | 38.07% | 100.00% |
12.11.2024 | - | 0.34 CHF | - CHF | 93'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11.11.2024 | 3.42% | 0.29 CHF | 0.30 CHF | 92'000 | 92'000 | 92'000 | 92'000 | 26'475 CHF | 27'395 CHF | 17.98% | 100.00% |
08.11.2024 | 3.09% | 0.31 CHF | 0.32 CHF | 92'000 | 92'000 | 92'905 | 92'905 | 29'575 CHF | 30'504 CHF | 100.00% | 100.00% |
07.11.2024 | 3.26% | 0.33 CHF | 0.34 CHF | 93'000 | 93'000 | 92'310 | 92'310 | 27'924 CHF | 28'847 CHF | 100.00% | 100.00% |