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 | 1.17% | 2.35 CHF | 2.36 CHF | 30'000 | 7'500 | 22'139 | 5'269 | 55'541 CHF | 13'334 CHF | 99.34% | 99.34% |
19.11.2024 | 1.16% | 2.51 CHF | 2.53 CHF | 20'000 | 7'500 | 21'667 | 5'276 | 54'932 CHF | 13'534 CHF | 99.40% | 99.40% |
18.11.2024 | 1.18% | 2.50 CHF | 2.52 CHF | 20'000 | 10'000 | 29'608 | 5'812 | 72'452 CHF | 14'372 CHF | 98.34% | 98.34% |
15.11.2024 | 1.26% | 2.26 CHF | 2.27 CHF | 30'000 | 10'000 | 30'000 | 5'916 | 68'091 CHF | 13'627 CHF | 87.33% | 87.33% |
14.11.2024 | 1.38% | 2.04 CHF | 2.06 CHF | 30'000 | 10'000 | 30'000 | 5'805 | 61'838 CHF | 12'050 CHF | 99.39% | 99.39% |