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 | 0.87% | 1.15 CHF | 1.16 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 257'732 CHF | 86'661 CHF | 20.44% | 97.78% |
19.11.2024 | 0.86% | 1.20 CHF | 1.21 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 259'780 CHF | 87'343 CHF | 96.47% | 96.47% |
18.11.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 276'339 CHF | 92'863 CHF | 12.25% | 97.57% |
15.11.2024 | - | 1.26 CHF | - CHF | 225'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 91.85% |
14.11.2024 | - | 1.54 CHF | - CHF | 225'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.24% |
13.11.2024 | - | 1.54 CHF | - CHF | 225'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.14% |
12.11.2024 | - | 1.33 CHF | - CHF | 225'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.35% |
11.11.2024 | - | 1.35 CHF | - CHF | 225'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.35% |
08.11.2024 | - | 1.41 CHF | - CHF | 225'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.34% |
07.11.2024 | - | 1.47 CHF | - CHF | 225'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.59% |