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 | 1,27% | 2,11 CHF | 2,12 CHF | 30 000 | 7 500 | 30 000 | 5 270 | 68 740 CHF | 12 081 CHF | 99,28% | 99,28% |
19/11/2024 | 1,28% | 2,28 CHF | 2,29 CHF | 30 000 | 7 500 | 30 000 | 5 277 | 69 113 CHF | 12 286 CHF | 99,35% | 99,35% |
18/11/2024 | 1,31% | 2,27 CHF | 2,28 CHF | 30 000 | 10 000 | 30 000 | 5 812 | 66 290 CHF | 12 991 CHF | 98,30% | 98,30% |
15/11/2024 | 1,38% | 2,02 CHF | 2,04 CHF | 30 000 | 10 000 | 29 999 | 5 920 | 60 961 CHF | 12 226 CHF | 87,07% | 87,07% |
14/11/2024 | 1,57% | 1,80 CHF | 1,82 CHF | 30 000 | 10 000 | 30 000 | 5 806 | 54 677 CHF | 10 666 CHF | 99,33% | 99,33% |