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 | 3,73% | 0,24 CHF | 0,25 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 19 821 CHF | 20 571 CHF | 100,00% | 100,00% |
19/11/2024 | 3,99% | 0,26 CHF | 0,27 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 18 506 CHF | 19 256 CHF | 99,90% | 99,90% |
18/11/2024 | 3,49% | 0,30 CHF | 0,31 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 21 247 CHF | 21 997 CHF | 99,92% | 99,92% |
15/11/2024 | 2,99% | 0,29 CHF | 0,30 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 24 829 CHF | 25 579 CHF | 100,00% | 100,00% |
14/11/2024 | 2,67% | 0,39 CHF | 0,40 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 27 710 CHF | 28 460 CHF | 100,00% | 100,00% |
13/11/2024 | 2,94% | 0,37 CHF | 0,38 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 25 184 CHF | 25 934 CHF | 100,00% | 100,00% |
12/11/2024 | 2,38% | 0,37 CHF | 0,38 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 31 181 CHF | 31 931 CHF | 99,69% | 99,69% |