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 | 1.56% | 0.68 CHF | 0.69 CHF | 80'000 | 75'000 | 80'000 | 52'687 | 52'580 CHF | 35'281 CHF | 99.65% | 99.65% |
19.11.2024 | 1.50% | 0.68 CHF | 0.69 CHF | 80'000 | 75'000 | 79'944 | 52'694 | 55'232 CHF | 37'018 CHF | 99.58% | 99.58% |
18.11.2024 | 1.56% | 0.66 CHF | 0.67 CHF | 80'000 | 75'000 | 80'014 | 52'681 | 52'372 CHF | 35'013 CHF | 99.66% | 99.66% |
15.11.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 100'000 | 100'000 | 76'467 | 58'113 | 58'108 CHF | 44'678 CHF | 98.78% | 98.78% |
14.11.2024 | 1.50% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 78'100 | 53'521 | 54'002 CHF | 38'148 CHF | 84.27% | 84.27% |
13.11.2024 | 1.90% | 0.59 CHF | 0.60 CHF | 90'000 | 75'000 | 96'313 | 53'402 | 53'190 CHF | 30'175 CHF | 97.13% | 97.13% |
12.11.2024 | 2.12% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 102'007 | 52'717 | 52'235 CHF | 27'765 CHF | 99.53% | 99.53% |
11.11.2024 | - | 0.33 CHF | - CHF | 160'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.68% |