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 | 0.67% | 1.45 CHF | 1.51 CHF | 100'000 | 20'000 | 40'000 | 20'000 | 59'537 CHF | 29'969 CHF | 31.72% | 97.17% |
19.11.2024 | 0.75% | 1.39 CHF | 1.40 CHF | 100'000 | 100'000 | 54'986 | 39'981 | 73'738 CHF | 54'169 CHF | 86.71% | 86.71% |
18.11.2024 | 0.72% | 1.45 CHF | 1.46 CHF | 100'000 | 100'000 | 53'074 | 37'432 | 73'486 CHF | 52'153 CHF | 99.39% | 99.39% |
15.11.2024 | - | 1.52 CHF | - CHF | 100'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.58% |
14.11.2024 | - | 1.81 CHF | - CHF | 100'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.08% |
13.11.2024 | - | 1.81 CHF | - CHF | 100'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 96.66% |
12.11.2024 | - | 1.90 CHF | - CHF | 100'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.65% |
11.11.2024 | - | 1.82 CHF | - CHF | 100'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.81% |
08.11.2024 | - | 1.92 CHF | - CHF | 100'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.37% |
07.11.2024 | 0.60% | 1.97 CHF | 1.83 CHF | 100'000 | 100'000 | 34'918 | 20'000 | 58'361 CHF | 33'693 CHF | 77.96% | 97.09% |