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 | 1.67% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 267'965 CHF | 90'822 CHF | 3.32% | 98.93% |
19.11.2024 | 1.68% | 0.64 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 265'500 CHF | 90'000 CHF | 0.40% | 99.25% |
18.11.2024 | - | 0.71 CHF | - CHF | 450'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.73% |
15.11.2024 | - | 0.75 CHF | - CHF | 450'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.41% |
14.11.2024 | - | 0.85 CHF | - CHF | 450'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.47% |
13.11.2024 | - | 0.78 CHF | - CHF | 450'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.38% |
12.11.2024 | - | 0.76 CHF | - CHF | 450'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.17% |
11.11.2024 | - | 0.71 CHF | - CHF | 450'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.68% |
08.11.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 276'226 CHF | 93'576 CHF | 93.11% | 93.11% |
07.11.2024 | 1.58% | 0.64 CHF | 0.65 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 377'853 CHF | 127'951 CHF | 97.78% | 97.78% |