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 | 0.70% | 1.38 CHF | 1.39 CHF | 79'700 | 79'700 | 35'796 | 35'796 | 52'520 CHF | 52'879 CHF | 99.90% | 99.90% |
19.11.2024 | 0.72% | 1.51 CHF | 1.52 CHF | 88'100 | 88'100 | 39'092 | 39'092 | 56'920 CHF | 57'312 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 1.33 CHF | 1.34 CHF | 97'800 | 97'800 | 42'336 | 42'336 | 53'965 CHF | 54'389 CHF | 99.63% | 99.63% |
15.11.2024 | 1.09% | 1.50 CHF | 1.51 CHF | 52'400 | 52'400 | 17'292 | 17'292 | 31'023 CHF | 31'289 CHF | 98.89% | 98.89% |
14.11.2024 | 2.08% | 1.95 CHF | 1.96 CHF | 70'000 | 70'000 | 31'336 | 31'336 | 57'910 CHF | 58'264 CHF | 47.77% | 94.45% |
13.11.2024 | - | 9.31 CHF | - CHF | 12'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.78% |
12.11.2024 | - | 10.31 CHF | - CHF | 12'100 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11.11.2024 | - | 10.42 CHF | - CHF | 10'100 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.90% |
08.11.2024 | - | 11.49 CHF | - CHF | 10'300 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
07.11.2024 | - | 11.19 CHF | - CHF | 10'300 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.85% |