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 | 2,78% | 0,39 CHF | 0,40 CHF | 130 000 | 75 000 | 141 153 | 52 687 | 51 546 CHF | 19 899 CHF | 99,65% | 99,65% |
19/11/2024 | 2,60% | 0,39 CHF | 0,40 CHF | 130 000 | 75 000 | 130 964 | 52 694 | 52 173 CHF | 21 633 CHF | 99,58% | 99,58% |
18/11/2024 | 2,95% | 0,37 CHF | 0,38 CHF | 140 000 | 75 000 | 142 418 | 52 681 | 51 380 CHF | 19 573 CHF | 99,66% | 99,66% |
15/11/2024 | 2,27% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 112 149 | 58 113 | 52 235 CHF | 27 647 CHF | 98,78% | 98,78% |
14/11/2024 | 2,64% | 0,46 CHF | 0,47 CHF | 110 000 | 75 000 | 132 354 | 53 602 | 51 911 CHF | 22 527 CHF | 82,39% | 83,45% |