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 | 3.01% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 147'085 CHF | 50'528 CHF | 3.96% | 99.38% |
19.11.2024 | 2.99% | 0.34 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 148'151 CHF | 50'884 CHF | 14.83% | 96.66% |
18.11.2024 | 2.67% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 166'500 CHF | 57'000 CHF | 0.34% | 97.66% |
15.11.2024 | 2.67% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 166'500 CHF | 57'000 CHF | 0.05% | 96.50% |
14.11.2024 | - | 0.45 CHF | - CHF | 450'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.33% |
13.11.2024 | - | 0.42 CHF | - CHF | 450'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.07% |
12.11.2024 | - | 0.46 CHF | - CHF | 450'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.26% |
11.11.2024 | - | 0.47 CHF | - CHF | 450'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.36% |
08.11.2024 | - | 0.45 CHF | - CHF | 450'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.35% |
07.11.2024 | 2.48% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 179'059 CHF | 61'186 CHF | 83.89% | 98.74% |