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 | 1.55% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 99'790 | 99'790 | 63'794 CHF | 64'792 CHF | 99.11% | 99.11% |
19.11.2024 | 1.66% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'920 CHF | 60'920 CHF | 99.15% | 99.15% |
18.11.2024 | 1.54% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 99'992 | 99'992 | 64'425 CHF | 65'425 CHF | 98.82% | 98.82% |
15.11.2024 | 1.49% | 0.65 CHF | 0.66 CHF | 75'000 | 75'000 | 81'074 | 81'074 | 54'057 CHF | 54'868 CHF | 21.43% | 98.32% |
14.11.2024 | - | 0.79 CHF | - CHF | 75'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.70% |
13.11.2024 | - | 0.78 CHF | - CHF | 75'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.51% |
12.11.2024 | 1.46% | 0.68 CHF | 0.69 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 25'845 CHF | 26'225 CHF | 29.85% | 99.05% |
11.11.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 26'084 CHF | 26'464 CHF | 8.21% | 99.34% |
08.11.2024 | 1.40% | 0.72 CHF | 0.72 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 26'980 CHF | 27'360 CHF | 0.34% | 99.32% |
07.11.2024 | 1.44% | 0.75 CHF | 0.74 CHF | 38'000 | 38'000 | 38'012 | 38'012 | 26'182 CHF | 26'562 CHF | 79.77% | 99.36% |