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 | 3.82% | 1.70 CHF | 1.76 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 23'284 CHF | 24'184 CHF | 99.45% | 99.45% |
19.11.2024 | 3.34% | 1.43 CHF | 1.49 CHF | 15'000 | 15'000 | 14'995 | 14'995 | 26'874 CHF | 27'774 CHF | 100.00% | 100.00% |
18.11.2024 | 2.46% | 2.02 CHF | 2.08 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 36'378 CHF | 37'278 CHF | 99.29% | 99.29% |
15.11.2024 | 2.13% | 2.76 CHF | 2.82 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 41'916 CHF | 42'816 CHF | 100.00% | 100.00% |
14.11.2024 | 1.79% | 3.32 CHF | 3.38 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 49'912 CHF | 50'812 CHF | 100.00% | 100.00% |
13.11.2024 | 2.00% | 3.08 CHF | 3.14 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 44'525 CHF | 45'425 CHF | 100.00% | 100.00% |
12.11.2024 | 2.18% | 3.02 CHF | 3.08 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 40'929 CHF | 41'829 CHF | 99.83% | 99.83% |