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 | 3.08% | 1.74 CHF | 1.77 CHF | 30'000 | 5'000 | 37'893 | 2'980 | 59'757 CHF | 4'962 CHF | 99.68% | 99.68% |
19.11.2024 | 3.23% | 1.44 CHF | 1.47 CHF | 40'000 | 5'000 | 40'000 | 2'980 | 58'318 CHF | 4'493 CHF | 99.68% | 99.68% |
18.11.2024 | 2.51% | 1.69 CHF | 1.71 CHF | 30'000 | 5'000 | 30'096 | 2'984 | 56'203 CHF | 5'668 CHF | 98.88% | 98.88% |
15.11.2024 | 3.03% | 1.76 CHF | 1.79 CHF | 30'000 | 5'000 | 38'470 | 3'015 | 58'977 CHF | 4'863 CHF | 96.23% | 96.23% |
14.11.2024 | 3.05% | 1.40 CHF | 1.42 CHF | 40'000 | 5'000 | 40'084 | 2'979 | 60'628 CHF | 4'549 CHF | 99.68% | 99.68% |