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 | 0.50% | 2.05 CHF | 2.01 CHF | 25'000 | 25'000 | 31'931 | 31'931 | 63'506 CHF | 63'826 CHF | 0.66% | 99.48% |
19.11.2024 | 0.52% | 1.99 CHF | 1.97 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 96'371 CHF | 96'871 CHF | 77.49% | 97.84% |
18.11.2024 | 0.50% | 2.05 CHF | 2.05 CHF | 25'000 | 25'000 | 43'777 | 43'777 | 86'587 CHF | 87'026 CHF | 97.16% | 97.83% |
15.11.2024 | - | 2.12 CHF | - CHF | 25'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.16% |
14.11.2024 | - | 2.41 CHF | - CHF | 25'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.48% |
13.11.2024 | - | 2.41 CHF | - CHF | 25'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.07% |
12.11.2024 | - | 2.50 CHF | - CHF | 13'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 92.09% |
11.11.2024 | - | 2.42 CHF | - CHF | 13'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 95.55% |
08.11.2024 | - | 2.51 CHF | - CHF | 13'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.29% |
07.11.2024 | - | 2.56 CHF | - CHF | 13'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 88.84% |