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 | 1.87% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 98'231 | 52'700 | 53'552 CHF | 29'392 CHF | 99.57% | 99.57% |
19.11.2024 | 1.80% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 91'345 | 52'702 | 52'810 CHF | 31'108 CHF | 99.50% | 99.50% |
18.11.2024 | 1.97% | 0.55 CHF | 0.56 CHF | 100'000 | 75'000 | 99'414 | 52'690 | 53'806 CHF | 29'076 CHF | 99.58% | 99.58% |
15.11.2024 | 1.64% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 85'159 | 58'143 | 55'044 CHF | 38'145 CHF | 98.58% | 98.58% |
14.11.2024 | 1.81% | 0.64 CHF | 0.65 CHF | 80'000 | 75'000 | 91'570 | 53'538 | 52'779 CHF | 32'132 CHF | 83.87% | 83.87% |
13.11.2024 | 2.32% | 0.48 CHF | 0.49 CHF | 110'000 | 75'000 | 117'681 | 53'423 | 51'787 CHF | 24'169 CHF | 96.80% | 97.06% |
12.11.2024 | 2.31% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 120'084 | 72'821 | 51'426 CHF | 31'925 CHF | 21.90% | 99.44% |
11.11.2024 | - | 0.22 CHF | - CHF | 230'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.61% |