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 | 7.17% | 0.97 CHF | 1.03 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 12'385 CHF | 13'285 CHF | 99.45% | 99.45% |
19.11.2024 | 5.69% | 0.71 CHF | 0.77 CHF | 15'000 | 15'000 | 14'995 | 14'995 | 16'013 CHF | 16'913 CHF | 100.00% | 100.00% |
18.11.2024 | 3.52% | 1.29 CHF | 1.35 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 25'462 CHF | 26'362 CHF | 99.28% | 99.28% |
15.11.2024 | 2.87% | 2.03 CHF | 2.09 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 30'984 CHF | 31'884 CHF | 100.00% | 100.00% |
14.11.2024 | 2.28% | 2.59 CHF | 2.65 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 38'972 CHF | 39'872 CHF | 100.00% | 100.00% |
13.11.2024 | 2.64% | 2.35 CHF | 2.41 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 33'663 CHF | 34'563 CHF | 100.00% | 100.00% |
12.11.2024 | 2.96% | 2.29 CHF | 2.35 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 30'071 CHF | 30'971 CHF | 99.82% | 99.82% |