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 | 2.50% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 67'519 | 67'519 | 27'428 CHF | 28'105 CHF | 99.90% | 99.90% |
19.11.2024 | 2.61% | 0.43 CHF | 0.44 CHF | 152'000 | 152'000 | 67'625 | 67'625 | 27'287 CHF | 27'964 CHF | 100.00% | 100.00% |
18.11.2024 | 3.11% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 65'036 | 65'036 | 21'057 CHF | 21'709 CHF | 99.63% | 99.63% |
15.11.2024 | 1.98% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 49'862 | 49'862 | 22'269 CHF | 22'769 CHF | 98.89% | 98.89% |
14.11.2024 | 3.13% | 0.47 CHF | 0.48 CHF | 152'000 | 152'000 | 70'784 | 70'784 | 30'239 CHF | 30'958 CHF | 53.95% | 94.95% |
13.11.2024 | - | 0.88 CHF | - CHF | 168'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.78% |
12.11.2024 | - | 0.94 CHF | - CHF | 170'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11.11.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 170'000 | 170'000 | 52'444 | 52'444 | 50'710 CHF | 51'236 CHF | 79.64% | 99.90% |
08.11.2024 | 1.03% | 0.99 CHF | 1.00 CHF | 174'000 | 174'000 | 78'029 | 78'029 | 77'165 CHF | 77'947 CHF | 100.00% | 100.00% |
07.11.2024 | 1.04% | 0.97 CHF | 0.98 CHF | 174'000 | 174'000 | 77'459 | 77'459 | 75'441 CHF | 76'217 CHF | 99.85% | 99.85% |