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 | 2,61% | 2,43 CHF | 2,49 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 34 181 CHF | 35 081 CHF | 99,45% | 99,45% |
19/11/2024 | 2,37% | 2,16 CHF | 2,22 CHF | 15 000 | 15 000 | 14 995 | 14 995 | 37 735 CHF | 38 635 CHF | 100,00% | 100,00% |
18/11/2024 | 1,89% | 2,75 CHF | 2,81 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 47 295 CHF | 48 195 CHF | 99,29% | 99,29% |
15/11/2024 | 1,69% | 3,49 CHF | 3,55 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 52 844 CHF | 53 744 CHF | 100,00% | 100,00% |
14/11/2024 | 1,47% | 4,05 CHF | 4,11 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 60 857 CHF | 61 757 CHF | 100,00% | 100,00% |
13/11/2024 | 1,61% | 3,80 CHF | 3,86 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 55 401 CHF | 56 301 CHF | 100,00% | 100,00% |
12/11/2024 | 1,72% | 3,74 CHF | 3,80 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 51 782 CHF | 52 682 CHF | 99,78% | 99,78% |