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 | 7,17% | 0,97 CHF | 1,03 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 12 385 CHF | 13 285 CHF | 99,45% | 99,45% |
19/11/2024 | 5,69% | 0,71 CHF | 0,77 CHF | 15 000 | 15 000 | 14 995 | 14 995 | 16 013 CHF | 16 913 CHF | 100,00% | 100,00% |
18/11/2024 | 3,52% | 1,29 CHF | 1,35 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 25 462 CHF | 26 362 CHF | 99,28% | 99,28% |
15/11/2024 | 2,87% | 2,03 CHF | 2,09 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 30 984 CHF | 31 884 CHF | 100,00% | 100,00% |
14/11/2024 | 2,28% | 2,59 CHF | 2,65 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 38 972 CHF | 39 872 CHF | 100,00% | 100,00% |
13/11/2024 | 2,64% | 2,35 CHF | 2,41 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 33 663 CHF | 34 563 CHF | 100,00% | 100,00% |
12/11/2024 | 2,96% | 2,29 CHF | 2,35 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 30 071 CHF | 30 971 CHF | 99,82% | 99,82% |