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 | 0.52% | 1.86 CHF | 1.87 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 429'113 CHF | 143'788 CHF | 70.10% | 97.98% |
19.11.2024 | 0.53% | 1.86 CHF | 1.87 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 424'793 CHF | 142'348 CHF | 76.03% | 87.55% |
18.11.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 437'646 CHF | 146'632 CHF | 17.29% | 96.27% |
15.11.2024 | 0.50% | 1.95 CHF | 1.96 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 444'864 CHF | 149'038 CHF | 90.30% | 96.65% |
14.11.2024 | 0.50% | 2.04 CHF | 2.00 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 448'337 CHF | 150'196 CHF | 3.40% | 90.94% |
13.11.2024 | 0.50% | 2.00 CHF | 2.00 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 447'768 CHF | 150'006 CHF | 82.17% | 83.95% |
12.11.2024 | - | 2.08 CHF | - CHF | 225'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.33% |
11.11.2024 | - | 2.15 CHF | - CHF | 225'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 96.66% |
08.11.2024 | - | 2.13 CHF | - CHF | 225'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.34% |
07.11.2024 | - | 2.33 CHF | - CHF | 225'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 69.21% |