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 | 0.66% | 1.49 CHF | 1.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 450'141 CHF | 151'047 CHF | 56.68% | 98.74% |
19.11.2024 | 0.70% | 1.46 CHF | 1.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 429'291 CHF | 144'097 CHF | 99.29% | 99.29% |
18.11.2024 | 0.68% | 1.49 CHF | 1.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 437'003 CHF | 146'668 CHF | 98.84% | 98.84% |
15.11.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 460'074 CHF | 154'358 CHF | 13.95% | 96.68% |
14.11.2024 | - | 1.67 CHF | - CHF | 300'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.57% |
13.11.2024 | - | 1.67 CHF | - CHF | 300'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.73% |
12.11.2024 | - | 1.71 CHF | - CHF | 300'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.38% |
11.11.2024 | - | 1.67 CHF | - CHF | 300'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.87% |
08.11.2024 | - | 1.71 CHF | - CHF | 300'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.04% |
07.11.2024 | 0.63% | 1.74 CHF | 1.61 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 475'494 CHF | 159'498 CHF | 59.83% | 98.15% |