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 | 0.76% | 1.39 CHF | 1.40 CHF | 150'000 | 150'000 | 67'521 | 67'521 | 90'865 CHF | 91'541 CHF | 99.90% | 99.90% |
19.11.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 152'000 | 152'000 | 67'626 | 67'626 | 90'917 CHF | 91'594 CHF | 100.00% | 100.00% |
18.11.2024 | 0.70% | 1.41 CHF | 1.42 CHF | 150'000 | 150'000 | 65'038 | 65'038 | 93'821 CHF | 94'473 CHF | 99.63% | 99.63% |
15.11.2024 | 0.83% | 1.40 CHF | 1.41 CHF | 150'000 | 150'000 | 49'864 | 49'864 | 65'697 CHF | 66'197 CHF | 98.89% | 98.89% |
14.11.2024 | 1.10% | 1.29 CHF | 1.30 CHF | 152'000 | 152'000 | 70'808 | 70'808 | 94'779 CHF | 95'498 CHF | 54.00% | 95.00% |
13.11.2024 | - | 0.88 CHF | - CHF | 168'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.78% |
12.11.2024 | - | 0.82 CHF | - CHF | 170'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11.11.2024 | - | 0.81 CHF | - CHF | 170'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.90% |
08.11.2024 | - | 0.76 CHF | - CHF | 174'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
07.11.2024 | - | 0.77 CHF | - CHF | 174'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.85% |