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 | - | 1.72 CHF | - CHF | 300'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.71% |
19.11.2024 | 0.67% | 1.58 CHF | 1.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 445'049 CHF | 149'350 CHF | 2.76% | 99.12% |
18.11.2024 | 0.71% | 1.51 CHF | 1.52 CHF | 300'000 | 100'000 | 431'571 | 143'857 | 602'281 CHF | 202'199 CHF | 97.82% | 99.08% |
15.11.2024 | 0.69% | 1.39 CHF | 1.40 CHF | 450'000 | 150'000 | 330'431 | 110'144 | 478'568 CHF | 160'624 CHF | 97.22% | 97.22% |
14.11.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 443'296 CHF | 148'765 CHF | 86.39% | 97.59% |
13.11.2024 | 0.71% | 1.45 CHF | 1.46 CHF | 300'000 | 100'000 | 427'125 | 142'375 | 600'432 CHF | 201'568 CHF | 98.81% | 98.81% |
12.11.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 590'747 CHF | 198'416 CHF | 98.55% | 98.55% |
11.11.2024 | 0.79% | 1.30 CHF | 1.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 564'432 CHF | 189'644 CHF | 98.98% | 98.98% |
08.11.2024 | 0.80% | 1.22 CHF | 1.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 558'160 CHF | 187'553 CHF | 96.88% | 96.88% |
07.11.2024 | 0.86% | 1.21 CHF | 1.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 523'958 CHF | 176'153 CHF | 98.19% | 98.19% |