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 | 1.60% | 0.68 CHF | 0.69 CHF | 148'400 | 148'400 | 146'583 | 146'583 | 90'987 CHF | 92'453 CHF | 100.00% | 100.00% |
19.11.2024 | 1.63% | 0.63 CHF | 0.64 CHF | 157'400 | 157'400 | 157'057 | 157'057 | 95'813 CHF | 97'384 CHF | 100.00% | 100.00% |
18.11.2024 | 1.53% | 0.60 CHF | 0.61 CHF | 168'200 | 168'200 | 170'286 | 170'286 | 111'054 CHF | 112'757 CHF | 41.29% | 100.00% |
15.11.2024 | - | 0.53 CHF | - CHF | 250'600 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
14.11.2024 | - | 0.40 CHF | 0.66 CHF | 99'200 | 1'030 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
13.11.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 110'500 | 110'500 | 109'860 | 109'860 | 99'197 CHF | 100'295 CHF | 100.00% | 100.00% |
12.11.2024 | - | 0.84 CHF | - CHF | 104'800 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11.11.2024 | - | 0.84 CHF | 0.90 CHF | 96'300 | 9'700 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
08.11.2024 | 1.06% | 0.97 CHF | 0.98 CHF | 101'800 | 101'800 | 101'518 | 101'518 | 96'053 CHF | 97'068 CHF | 100.00% | 100.00% |
07.11.2024 | 1.01% | 0.94 CHF | 0.95 CHF | 80'700 | 80'700 | 81'203 | 81'203 | 79'896 CHF | 80'708 CHF | 100.00% | 100.00% |