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 | 3,08% | 1,74 CHF | 1,77 CHF | 30 000 | 5 000 | 37 893 | 2 980 | 59 757 CHF | 4 962 CHF | 99,68% | 99,68% |
19/11/2024 | 3,23% | 1,44 CHF | 1,47 CHF | 40 000 | 5 000 | 40 000 | 2 980 | 58 318 CHF | 4 493 CHF | 99,68% | 99,68% |
18/11/2024 | 2,51% | 1,69 CHF | 1,71 CHF | 30 000 | 5 000 | 30 096 | 2 984 | 56 203 CHF | 5 668 CHF | 98,88% | 98,88% |
15/11/2024 | 3,03% | 1,76 CHF | 1,79 CHF | 30 000 | 5 000 | 38 470 | 3 015 | 58 977 CHF | 4 863 CHF | 96,23% | 96,23% |
14/11/2024 | 3,05% | 1,40 CHF | 1,42 CHF | 40 000 | 5 000 | 40 084 | 2 979 | 60 628 CHF | 4 549 CHF | 99,68% | 99,68% |