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 | 2,02% | 0,47 CHF | 0,48 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 36 792 CHF | 37 542 CHF | 100,00% | 100,00% |
19/11/2024 | 2,10% | 0,48 CHF | 0,49 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 35 478 CHF | 36 228 CHF | 99,90% | 99,90% |
18/11/2024 | 1,95% | 0,53 CHF | 0,54 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 38 221 CHF | 38 971 CHF | 99,92% | 99,92% |
15/11/2024 | 1,78% | 0,52 CHF | 0,53 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 41 837 CHF | 42 587 CHF | 100,00% | 100,00% |
14/11/2024 | 1,66% | 0,62 CHF | 0,63 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 44 742 CHF | 45 492 CHF | 100,00% | 100,00% |
13/11/2024 | 1,76% | 0,59 CHF | 0,60 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 42 162 CHF | 42 912 CHF | 100,00% | 100,00% |
12/11/2024 | 1,55% | 0,60 CHF | 0,61 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 48 141 CHF | 48 891 CHF | 99,69% | 99,69% |