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 | 2.08% | 0.50 CHF | 0.51 CHF | 189'300 | 189'300 | 65'597 | 65'597 | 32'113 CHF | 32'770 CHF | 99.10% | 99.10% |
19.11.2024 | 2.17% | 0.50 CHF | 0.51 CHF | 203'800 | 203'800 | 70'075 | 70'075 | 34'068 CHF | 34'770 CHF | 99.38% | 99.38% |
18.11.2024 | 2.01% | 0.45 CHF | 0.46 CHF | 184'500 | 184'500 | 61'787 | 61'787 | 30'429 CHF | 31'048 CHF | 98.55% | 99.90% |
15.11.2024 | 2.20% | 0.47 CHF | 0.48 CHF | 353'100 | 353'100 | 98'099 | 98'099 | 45'585 CHF | 46'568 CHF | 99.25% | 99.25% |
14.11.2024 | - | 0.28 CHF | - CHF | 268'700 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.89% |
13.11.2024 | - | 0.32 CHF | - CHF | 328'400 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
12.11.2024 | - | 0.28 CHF | - CHF | 350'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11.11.2024 | - | 0.25 CHF | - CHF | 409'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.93% |
08.11.2024 | - | 0.21 CHF | - CHF | 436'500 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
07.11.2024 | 3.88% | 0.23 CHF | 0.24 CHF | 312'700 | 312'700 | 70'045 | 70'045 | 17'566 CHF | 18'268 CHF | 84.38% | 100.00% |