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 | 3,74% | 0,90 CHF | 0,92 CHF | 75 000 | 75 000 | 63 196 | 52 680 | 56 455 CHF | 48 819 CHF | 99,68% | 99,68% |
19/11/2024 | 5,43% | 0,70 CHF | 0,72 CHF | 80 000 | 75 000 | 88 193 | 52 678 | 53 444 CHF | 33 921 CHF | 99,68% | 99,68% |
18/11/2024 | 8,43% | 0,59 CHF | 0,61 CHF | 90 000 | 75 000 | 132 138 | 52 678 | 51 938 CHF | 23 284 CHF | 99,61% | 99,64% |
15/11/2024 | 6,81% | 0,40 CHF | 0,42 CHF | 130 000 | 75 000 | 105 797 | 52 674 | 51 198 CHF | 27 050 CHF | 99,68% | 99,68% |
14/11/2024 | 6,37% | 0,56 CHF | 0,58 CHF | 90 000 | 75 000 | 99 490 | 52 673 | 52 481 CHF | 29 795 CHF | 99,69% | 99,69% |