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 | 0,77% | 1,30 CHF | 1,31 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 77 530 CHF | 78 130 CHF | 99,39% | 99,39% |
19/11/2024 | 0,77% | 1,32 CHF | 1,33 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 19 359 CHF | 19 509 CHF | 99,29% | 99,29% |
18/11/2024 | 0,80% | 1,28 CHF | 1,29 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 18 692 CHF | 18 842 CHF | 99,30% | 99,30% |
15/11/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 18 016 CHF | 18 166 CHF | 99,38% | 99,38% |
14/11/2024 | 0,96% | 1,13 CHF | 1,14 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 15 561 CHF | 15 711 CHF | 99,37% | 99,37% |
13/11/2024 | 1,04% | 0,94 CHF | 0,95 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 14 402 CHF | 14 552 CHF | 99,39% | 99,39% |
12/11/2024 | 1,12% | 0,95 CHF | 0,96 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 13 410 CHF | 13 560 CHF | 99,08% | 99,08% |