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 | 5.82% | 1.12 CHF | 1.18 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 15'140 CHF | 16'040 CHF | 99.43% | 99.43% |
19.11.2024 | 4.93% | 0.92 CHF | 0.98 CHF | 15'000 | 15'000 | 14'995 | 14'995 | 18'188 CHF | 19'088 CHF | 100.00% | 100.00% |
18.11.2024 | 3.28% | 1.42 CHF | 1.48 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 27'358 CHF | 28'258 CHF | 99.27% | 99.27% |
15.11.2024 | 2.71% | 2.15 CHF | 2.21 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 32'880 CHF | 33'780 CHF | 100.00% | 100.00% |
14.11.2024 | 2.18% | 2.72 CHF | 2.78 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 40'873 CHF | 41'773 CHF | 100.00% | 100.00% |
13.11.2024 | 2.50% | 2.48 CHF | 2.54 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 35'547 CHF | 36'447 CHF | 100.00% | 100.00% |
12.11.2024 | 2.78% | 2.42 CHF | 2.48 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 31'957 CHF | 32'857 CHF | 99.80% | 99.80% |