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 | 5,82% | 1,12 CHF | 1,18 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 15 140 CHF | 16 040 CHF | 99,43% | 99,43% |
19/11/2024 | 4,93% | 0,92 CHF | 0,98 CHF | 15 000 | 15 000 | 14 995 | 14 995 | 18 188 CHF | 19 088 CHF | 100,00% | 100,00% |
18/11/2024 | 3,28% | 1,42 CHF | 1,48 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 27 358 CHF | 28 258 CHF | 99,27% | 99,27% |
15/11/2024 | 2,71% | 2,15 CHF | 2,21 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 32 880 CHF | 33 780 CHF | 100,00% | 100,00% |
14/11/2024 | 2,18% | 2,72 CHF | 2,78 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 40 873 CHF | 41 773 CHF | 100,00% | 100,00% |
13/11/2024 | 2,50% | 2,48 CHF | 2,54 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 35 547 CHF | 36 447 CHF | 100,00% | 100,00% |
12/11/2024 | 2,78% | 2,42 CHF | 2,48 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 31 957 CHF | 32 857 CHF | 99,80% | 99,80% |