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 | 0.93% | 1.14 CHF | 1.15 CHF | 150'000 | 150'000 | 67'514 | 67'514 | 74'030 CHF | 74'706 CHF | 99.90% | 99.90% |
19.11.2024 | 0.91% | 1.07 CHF | 1.08 CHF | 152'000 | 152'000 | 67'626 | 67'626 | 74'144 CHF | 74'822 CHF | 100.00% | 100.00% |
18.11.2024 | 0.85% | 1.16 CHF | 1.17 CHF | 150'000 | 150'000 | 65'034 | 65'034 | 77'609 CHF | 78'261 CHF | 99.63% | 99.63% |
15.11.2024 | 1.04% | 1.15 CHF | 1.16 CHF | 150'000 | 150'000 | 49'861 | 49'861 | 53'256 CHF | 53'756 CHF | 98.89% | 98.89% |
14.11.2024 | 1.53% | 1.04 CHF | 1.05 CHF | 152'000 | 152'000 | 63'597 | 63'597 | 68'649 CHF | 69'309 CHF | 62.31% | 95.12% |
13.11.2024 | - | 0.62 CHF | - CHF | 168'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.78% |
12.11.2024 | - | 0.57 CHF | - CHF | 170'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11.11.2024 | - | 0.56 CHF | - CHF | 170'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.90% |
08.11.2024 | - | 0.51 CHF | - CHF | 174'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
07.11.2024 | - | 0.52 CHF | - CHF | 174'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.85% |