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 | 0.60% | 1.65 CHF | 1.66 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 992'621 CHF | 332'874 CHF | 4.15% | 97.99% |
19.11.2024 | - | 1.69 CHF | - CHF | 600'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.90% |
18.11.2024 | 0.70% | 1.63 CHF | 1.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 849'261 CHF | 285'087 CHF | 9.77% | 98.55% |
15.11.2024 | 0.79% | 1.34 CHF | 1.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 760'820 CHF | 255'607 CHF | 95.84% | 95.84% |
14.11.2024 | 0.72% | 1.21 CHF | 1.22 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 829'768 CHF | 278'590 CHF | 96.76% | 96.81% |
13.11.2024 | 0.64% | 1.66 CHF | 1.57 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 930'449 CHF | 312'150 CHF | 9.60% | 98.06% |
12.11.2024 | 0.62% | 1.52 CHF | 1.61 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 966'399 CHF | 324'133 CHF | 32.26% | 87.20% |
11.11.2024 | - | 1.66 CHF | - CHF | 600'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.80% |
08.11.2024 | 1.03% | 1.07 CHF | 1.08 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 579'202 CHF | 195'067 CHF | 93.55% | 93.55% |
07.11.2024 | 1.18% | 0.93 CHF | 0.94 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 635'339 CHF | 214'280 CHF | 97.99% | 97.99% |