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% | 1.57 CHF | 1.58 CHF | 57'300 | 57'300 | 19'856 | 19'856 | 31'378 CHF | 31'722 CHF | 99.03% | 99.03% |
19.11.2024 | 1.53% | 1.52 CHF | 1.53 CHF | 53'900 | 53'900 | 18'523 | 18'523 | 29'213 CHF | 29'532 CHF | 99.38% | 99.38% |
18.11.2024 | 1.67% | 1.74 CHF | 1.75 CHF | 57'800 | 57'800 | 19'374 | 19'374 | 30'902 CHF | 31'244 CHF | 98.54% | 99.89% |
15.11.2024 | 6.18% | 2.02 CHF | 2.04 CHF | 16'800 | 16'800 | 4'847 | 4'847 | 10'658 CHF | 10'926 CHF | 96.38% | 97.13% |
14.11.2024 | - | 6.16 CHF | - CHF | 16'900 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.89% |
13.11.2024 | - | 5.36 CHF | - CHF | 14'800 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
12.11.2024 | - | 6.35 CHF | - CHF | 13'300 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11.11.2024 | - | 7.29 CHF | - CHF | 11'600 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.93% |
08.11.2024 | - | 8.73 CHF | - CHF | 10'400 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
07.11.2024 | 1.45% | 8.14 CHF | 8.34 CHF | 13'200 | 13'200 | 2'985 | 2'985 | 22'864 CHF | 23'120 CHF | 84.38% | 100.00% |