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 | 3.73% | 0.24 CHF | 0.25 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 19'821 CHF | 20'571 CHF | 100.00% | 100.00% |
19.11.2024 | 3.99% | 0.26 CHF | 0.27 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 18'506 CHF | 19'256 CHF | 99.90% | 99.90% |
18.11.2024 | 3.49% | 0.30 CHF | 0.31 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 21'247 CHF | 21'997 CHF | 99.92% | 99.92% |
15.11.2024 | 2.99% | 0.29 CHF | 0.30 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 24'829 CHF | 25'579 CHF | 100.00% | 100.00% |
14.11.2024 | 2.67% | 0.39 CHF | 0.40 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 27'710 CHF | 28'460 CHF | 100.00% | 100.00% |
13.11.2024 | 2.94% | 0.37 CHF | 0.38 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 25'184 CHF | 25'934 CHF | 100.00% | 100.00% |
12.11.2024 | 2.38% | 0.37 CHF | 0.38 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 31'181 CHF | 31'931 CHF | 99.69% | 99.69% |