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 | 1,80% | 0,56 CHF | 0,57 CHF | 90 000 | 75 000 | 90 023 | 52 684 | 53 076 CHF | 31 489 CHF | 99,67% | 99,67% |
19/11/2024 | 1,86% | 0,56 CHF | 0,57 CHF | 90 000 | 75 000 | 97 159 | 52 694 | 53 668 CHF | 29 586 CHF | 99,59% | 99,59% |
18/11/2024 | 1,80% | 0,59 CHF | 0,60 CHF | 90 000 | 75 000 | 90 000 | 52 680 | 53 621 CHF | 31 918 CHF | 99,67% | 99,67% |
15/11/2024 | 2,01% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 105 430 | 61 823 | 52 122 CHF | 31 135 CHF | 88,86% | 88,86% |
14/11/2024 | 1,88% | 0,50 CHF | 0,51 CHF | 100 000 | 75 000 | 95 151 | 53 519 | 52 623 CHF | 30 153 CHF | 84,33% | 84,33% |