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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 3.31% | 0.29 CHF | 0.30 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 17'854 CHF | 18'454 CHF | 99.37% | 99.37% |
20.11.2024 | 2.75% | 0.35 CHF | 0.36 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 21'525 CHF | 22'125 CHF | 99.38% | 99.38% |
19.11.2024 | 2.75% | 0.33 CHF | 0.34 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 5'398 CHF | 5'548 CHF | 99.27% | 99.27% |
18.11.2024 | 2.42% | 0.37 CHF | 0.38 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 6'140 CHF | 6'290 CHF | 99.30% | 99.30% |
15.11.2024 | 2.15% | 0.46 CHF | 0.47 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 6'910 CHF | 7'060 CHF | 99.39% | 99.39% |
14.11.2024 | 1.62% | 0.53 CHF | 0.54 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 9'350 CHF | 9'500 CHF | 99.35% | 99.35% |
13.11.2024 | 1.41% | 0.72 CHF | 0.73 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 10'530 CHF | 10'680 CHF | 99.38% | 99.38% |
12.11.2024 | 1.30% | 0.71 CHF | 0.72 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 11'510 CHF | 11'660 CHF | 99.08% | 99.08% |