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 | 0.70% | 1.49 CHF | 1.50 CHF | 150'000 | 150'000 | 67'514 | 67'514 | 97'670 CHF | 98'347 CHF | 99.90% | 99.90% |
19.11.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 152'000 | 152'000 | 67'627 | 67'627 | 97'762 CHF | 98'440 CHF | 100.00% | 100.00% |
18.11.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 150'000 | 150'000 | 65'034 | 65'034 | 100'378 CHF | 101'030 CHF | 99.63% | 99.63% |
15.11.2024 | 0.76% | 1.50 CHF | 1.51 CHF | 150'000 | 150'000 | 49'861 | 49'861 | 70'781 CHF | 71'280 CHF | 98.89% | 98.89% |
14.11.2024 | 1.02% | 1.40 CHF | 1.41 CHF | 152'000 | 152'000 | 70'801 | 70'801 | 101'958 CHF | 102'677 CHF | 54.00% | 95.00% |
13.11.2024 | - | 0.98 CHF | - CHF | 168'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.78% |
12.11.2024 | - | 0.92 CHF | - CHF | 170'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11.11.2024 | - | 0.91 CHF | - CHF | 170'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.90% |
08.11.2024 | - | 0.86 CHF | - CHF | 174'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
07.11.2024 | - | 0.87 CHF | - CHF | 174'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.85% |