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 | 3,57% | 1,81 CHF | 1,87 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 24 901 CHF | 25 801 CHF | 99,42% | 99,42% |
19/11/2024 | 3,15% | 1,54 CHF | 1,60 CHF | 15 000 | 15 000 | 14 995 | 14 995 | 28 485 CHF | 29 385 CHF | 100,00% | 100,00% |
18/11/2024 | 2,36% | 2,13 CHF | 2,19 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 37 998 CHF | 38 898 CHF | 99,27% | 99,27% |
15/11/2024 | 2,05% | 2,86 CHF | 2,92 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 43 536 CHF | 44 436 CHF | 100,00% | 100,00% |
14/11/2024 | 1,73% | 3,43 CHF | 3,49 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 51 538 CHF | 52 438 CHF | 100,00% | 100,00% |
13/11/2024 | 1,93% | 3,19 CHF | 3,25 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 46 141 CHF | 47 041 CHF | 100,00% | 100,00% |
12/11/2024 | 2,10% | 3,12 CHF | 3,18 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 42 536 CHF | 43 436 CHF | 99,78% | 99,78% |