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 | 3,82% | 1,70 CHF | 1,76 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 23 284 CHF | 24 184 CHF | 99,45% | 99,45% |
19/11/2024 | 3,34% | 1,43 CHF | 1,49 CHF | 15 000 | 15 000 | 14 995 | 14 995 | 26 874 CHF | 27 774 CHF | 100,00% | 100,00% |
18/11/2024 | 2,46% | 2,02 CHF | 2,08 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 36 378 CHF | 37 278 CHF | 99,29% | 99,29% |
15/11/2024 | 2,13% | 2,76 CHF | 2,82 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 41 916 CHF | 42 816 CHF | 100,00% | 100,00% |
14/11/2024 | 1,79% | 3,32 CHF | 3,38 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 49 912 CHF | 50 812 CHF | 100,00% | 100,00% |
13/11/2024 | 2,00% | 3,08 CHF | 3,14 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 44 525 CHF | 45 425 CHF | 100,00% | 100,00% |
12/11/2024 | 2,18% | 3,02 CHF | 3,08 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 40 929 CHF | 41 829 CHF | 99,83% | 99,83% |