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 | 0.77% | 1.30 CHF | 1.31 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 77'530 CHF | 78'130 CHF | 99.39% | 99.39% |
19.11.2024 | 0.77% | 1.32 CHF | 1.33 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 19'359 CHF | 19'509 CHF | 99.29% | 99.29% |
18.11.2024 | 0.80% | 1.28 CHF | 1.29 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 18'692 CHF | 18'842 CHF | 99.30% | 99.30% |
15.11.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 18'016 CHF | 18'166 CHF | 99.38% | 99.38% |
14.11.2024 | 0.96% | 1.13 CHF | 1.14 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 15'561 CHF | 15'711 CHF | 99.37% | 99.37% |
13.11.2024 | 1.04% | 0.94 CHF | 0.95 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 14'402 CHF | 14'552 CHF | 99.39% | 99.39% |
12.11.2024 | 1.12% | 0.95 CHF | 0.96 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 13'410 CHF | 13'560 CHF | 99.08% | 99.08% |