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 | 4,63% | 1,20 CHF | 1,23 CHF | 50 000 | 5 000 | 53 079 | 2 980 | 55 123 CHF | 3 358 CHF | 99,65% | 99,65% |
19/11/2024 | 5,08% | 0,91 CHF | 0,93 CHF | 60 000 | 5 000 | 59 738 | 2 980 | 54 937 CHF | 2 893 CHF | 99,65% | 99,65% |
18/11/2024 | 3,52% | 1,15 CHF | 1,18 CHF | 50 000 | 5 000 | 42 289 | 2 984 | 55 775 CHF | 4 057 CHF | 98,84% | 98,84% |
15/11/2024 | 4,70% | 1,22 CHF | 1,24 CHF | 50 000 | 5 000 | 56 400 | 3 015 | 55 898 CHF | 3 227 CHF | 96,20% | 96,20% |
14/11/2024 | 4,67% | 0,85 CHF | 0,88 CHF | 60 000 | 5 000 | 56 305 | 2 980 | 54 047 CHF | 2 930 CHF | 99,65% | 99,65% |