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 | 1.27% | 2.11 CHF | 2.12 CHF | 30'000 | 7'500 | 30'000 | 5'270 | 68'740 CHF | 12'081 CHF | 99.28% | 99.28% |
19.11.2024 | 1.28% | 2.28 CHF | 2.29 CHF | 30'000 | 7'500 | 30'000 | 5'277 | 69'113 CHF | 12'286 CHF | 99.35% | 99.35% |
18.11.2024 | 1.31% | 2.27 CHF | 2.28 CHF | 30'000 | 10'000 | 30'000 | 5'812 | 66'290 CHF | 12'991 CHF | 98.30% | 98.30% |
15.11.2024 | 1.38% | 2.02 CHF | 2.04 CHF | 30'000 | 10'000 | 29'999 | 5'920 | 60'961 CHF | 12'226 CHF | 87.07% | 87.07% |
14.11.2024 | 1.57% | 1.80 CHF | 1.82 CHF | 30'000 | 10'000 | 30'000 | 5'806 | 54'677 CHF | 10'666 CHF | 99.33% | 99.33% |