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 | 1.41% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 71'066 | 52'692 | 54'111 CHF | 40'773 CHF | 99.63% | 99.63% |
19.11.2024 | 1.32% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 71'067 | 52'697 | 56'401 CHF | 42'435 CHF | 99.56% | 99.56% |
18.11.2024 | 1.33% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 71'066 | 52'683 | 53'822 CHF | 40'425 CHF | 99.64% | 99.64% |
15.11.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 69'163 | 58'121 | 59'643 CHF | 50'655 CHF | 98.76% | 98.76% |
14.11.2024 | 1.31% | 0.86 CHF | 0.87 CHF | 75'000 | 75'000 | 71'131 | 53'525 | 56'746 CHF | 43'662 CHF | 84.19% | 84.19% |
13.11.2024 | 1.59% | 0.69 CHF | 0.70 CHF | 80'000 | 75'000 | 80'000 | 53'405 | 52'420 CHF | 35'628 CHF | 97.11% | 97.11% |
12.11.2024 | 1.74% | 0.66 CHF | 0.67 CHF | 80'000 | 75'000 | 87'394 | 52'722 | 53'608 CHF | 33'115 CHF | 99.51% | 99.51% |
11.11.2024 | 2.40% | 0.43 CHF | 0.45 CHF | 120'000 | 75'000 | 119'432 | 48'092 | 53'184 CHF | 21'915 CHF | 62.22% | 99.66% |
08.11.2024 | - | 0.36 CHF | - CHF | 140'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 58.90% |
07.11.2024 | - | 0.27 CHF | - CHF | 190'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 87.60% |