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 | 1.06% | 0.99 CHF | 1.00 CHF | 150'000 | 150'000 | 67'522 | 67'522 | 64'319 CHF | 64'996 CHF | 99.91% | 99.91% |
19.11.2024 | 1.05% | 0.92 CHF | 0.93 CHF | 152'000 | 152'000 | 67'625 | 67'625 | 64'413 CHF | 65'090 CHF | 100.00% | 100.00% |
18.11.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 150'000 | 150'000 | 65'042 | 65'042 | 68'204 CHF | 68'856 CHF | 99.64% | 99.64% |
15.11.2024 | 1.22% | 1.01 CHF | 1.02 CHF | 150'000 | 150'000 | 49'864 | 49'864 | 46'033 CHF | 46'533 CHF | 98.90% | 98.90% |
14.11.2024 | 1.57% | 0.90 CHF | 0.91 CHF | 152'000 | 152'000 | 70'870 | 70'870 | 66'931 CHF | 67'650 CHF | 54.08% | 95.08% |
13.11.2024 | - | 0.48 CHF | - CHF | 168'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.78% |
12.11.2024 | - | 0.42 CHF | - CHF | 170'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11.11.2024 | - | 0.42 CHF | - CHF | 170'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.90% |
08.11.2024 | - | 0.36 CHF | - CHF | 174'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
07.11.2024 | - | 0.38 CHF | - CHF | 174'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.86% |