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 | 2.61% | 2.43 CHF | 2.49 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 34'181 CHF | 35'081 CHF | 99.45% | 99.45% |
19.11.2024 | 2.37% | 2.16 CHF | 2.22 CHF | 15'000 | 15'000 | 14'995 | 14'995 | 37'735 CHF | 38'635 CHF | 100.00% | 100.00% |
18.11.2024 | 1.89% | 2.75 CHF | 2.81 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 47'295 CHF | 48'195 CHF | 99.29% | 99.29% |
15.11.2024 | 1.69% | 3.49 CHF | 3.55 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 52'844 CHF | 53'744 CHF | 100.00% | 100.00% |
14.11.2024 | 1.47% | 4.05 CHF | 4.11 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 60'857 CHF | 61'757 CHF | 100.00% | 100.00% |
13.11.2024 | 1.61% | 3.80 CHF | 3.86 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 55'401 CHF | 56'301 CHF | 100.00% | 100.00% |
12.11.2024 | 1.72% | 3.74 CHF | 3.80 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 51'782 CHF | 52'682 CHF | 99.78% | 99.78% |