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 | 0.85% | 1.24 CHF | 1.25 CHF | 150'000 | 150'000 | 67'523 | 67'523 | 80'921 CHF | 81'598 CHF | 99.91% | 99.91% |
19.11.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 152'000 | 152'000 | 67'634 | 67'634 | 81'025 CHF | 81'703 CHF | 100.00% | 100.00% |
18.11.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 150'000 | 150'000 | 65'041 | 65'041 | 84'269 CHF | 84'921 CHF | 99.64% | 99.64% |
15.11.2024 | 0.94% | 1.25 CHF | 1.26 CHF | 150'000 | 150'000 | 49'864 | 49'864 | 58'357 CHF | 58'857 CHF | 98.89% | 98.89% |
14.11.2024 | 1.88% | 1.15 CHF | 1.16 CHF | 152'000 | 152'000 | 50'887 | 50'887 | 56'825 CHF | 57'399 CHF | 95.02% | 95.02% |
13.11.2024 | 1.43% | 0.73 CHF | 0.74 CHF | 168'000 | 168'000 | 69'156 | 69'156 | 49'472 CHF | 50'166 CHF | 71.93% | 99.78% |
12.11.2024 | - | 0.67 CHF | - CHF | 170'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11.11.2024 | 1.58% | 0.67 CHF | 0.68 CHF | 170'000 | 170'000 | 79'320 | 79'320 | 51'849 CHF | 52'644 CHF | 90.81% | 99.90% |
08.11.2024 | - | 0.61 CHF | - CHF | 174'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
07.11.2024 | 1.63% | 0.62 CHF | 0.63 CHF | 174'000 | 174'000 | 77'460 | 77'460 | 48'100 CHF | 48'876 CHF | 99.86% | 99.86% |