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 | 1.31% | 0.82 CHF | 0.83 CHF | 145'800 | 145'800 | 65'408 | 65'408 | 50'365 CHF | 51'020 CHF | 99.91% | 99.91% |
19.11.2024 | 1.28% | 0.73 CHF | 0.74 CHF | 137'200 | 137'200 | 60'846 | 60'846 | 46'802 CHF | 47'412 CHF | 100.00% | 100.00% |
18.11.2024 | 1.12% | 0.86 CHF | 0.87 CHF | 122'200 | 122'200 | 52'864 | 52'864 | 47'773 CHF | 48'303 CHF | 99.64% | 99.64% |
15.11.2024 | 1.50% | 0.87 CHF | 0.88 CHF | 166'300 | 166'300 | 54'889 | 54'889 | 42'699 CHF | 43'249 CHF | 98.89% | 98.89% |
14.11.2024 | 1.94% | 0.73 CHF | 0.74 CHF | 237'600 | 237'600 | 110'921 | 110'921 | 84'549 CHF | 85'674 CHF | 54.14% | 95.14% |
13.11.2024 | - | 0.40 CHF | - CHF | 293'200 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.78% |
12.11.2024 | - | 0.36 CHF | - CHF | 299'100 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11.11.2024 | - | 0.36 CHF | - CHF | 336'300 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.90% |
08.11.2024 | - | 0.32 CHF | - CHF | 346'100 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
07.11.2024 | - | 0.33 CHF | - CHF | 346'700 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.86% |