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 | 1.53% | 5.02 CHF | 5.06 CHF | 10'000 | 10'000 | 19'244 | 7'769 | 91'787 CHF | 37'782 CHF | 99.61% | 99.61% |
19.11.2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
18.11.2024 | 1.53% | 4.85 CHF | 4.89 CHF | 20'000 | 10'000 | 19'291 | 7'769 | 95'275 CHF | 38'940 CHF | 99.62% | 99.62% |
15.11.2024 | 1.50% | 4.90 CHF | 4.94 CHF | 20'000 | 10'000 | 11'095 | 7'854 | 56'085 CHF | 40'320 CHF | 96.65% | 96.65% |
14.11.2024 | 1.55% | 4.90 CHF | 4.94 CHF | 20'000 | 10'000 | 19'991 | 7'768 | 98'156 CHF | 38'701 CHF | 99.61% | 99.61% |
13.11.2024 | 1.52% | 4.95 CHF | 4.99 CHF | 20'000 | 10'000 | 18'443 | 7'830 | 90'453 CHF | 39'101 CHF | 97.45% | 97.45% |
12.11.2024 | 1.53% | 4.92 CHF | 4.96 CHF | 20'000 | 10'000 | 19'942 | 7'768 | 97'614 CHF | 38'603 CHF | 99.63% | 99.63% |