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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 2.16% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 205'986 CHF | 70'162 CHF | 99.16% | 99.16% |
20.11.2024 | 2.62% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 169'831 CHF | 58'111 CHF | 97.74% | 97.74% |
19.11.2024 | 2.56% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 173'930 CHF | 59'477 CHF | 97.57% | 97.57% |
18.11.2024 | 2.56% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 173'808 CHF | 59'436 CHF | 99.07% | 99.07% |
15.11.2024 | 1.99% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 225'555 CHF | 76'685 CHF | 42.60% | 96.57% |
14.11.2024 | 1.81% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 246'882 CHF | 83'794 CHF | 16.24% | 96.68% |
13.11.2024 | - | 0.60 CHF | - CHF | 450'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 96.24% |
12.11.2024 | - | 0.74 CHF | - CHF | 450'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 95.29% |
11.11.2024 | - | 0.83 CHF | - CHF | 450'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.68% |
08.11.2024 | - | 0.71 CHF | - CHF | 450'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.35% |