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 | 3.57% | 1.81 CHF | 1.87 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 24'901 CHF | 25'801 CHF | 99.42% | 99.42% |
19.11.2024 | 3.15% | 1.54 CHF | 1.60 CHF | 15'000 | 15'000 | 14'995 | 14'995 | 28'485 CHF | 29'385 CHF | 100.00% | 100.00% |
18.11.2024 | 2.36% | 2.13 CHF | 2.19 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 37'998 CHF | 38'898 CHF | 99.27% | 99.27% |
15.11.2024 | 2.05% | 2.86 CHF | 2.92 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 43'536 CHF | 44'436 CHF | 100.00% | 100.00% |
14.11.2024 | 1.73% | 3.43 CHF | 3.49 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 51'538 CHF | 52'438 CHF | 100.00% | 100.00% |
13.11.2024 | 1.93% | 3.19 CHF | 3.25 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 46'141 CHF | 47'041 CHF | 100.00% | 100.00% |
12.11.2024 | 2.10% | 3.12 CHF | 3.18 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 42'536 CHF | 43'436 CHF | 99.78% | 99.78% |