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 | 1,99% | 0,49 CHF | 0,50 CHF | 110 000 | 75 000 | 101 079 | 52 696 | 51 847 CHF | 27 449 CHF | 99,61% | 99,61% |
19/11/2024 | 2,15% | 0,48 CHF | 0,49 CHF | 110 000 | 75 000 | 108 594 | 52 698 | 51 821 CHF | 25 622 CHF | 99,55% | 99,55% |
18/11/2024 | 2,02% | 0,51 CHF | 0,52 CHF | 100 000 | 75 000 | 100 023 | 52 684 | 52 027 CHF | 27 929 CHF | 99,63% | 99,63% |
15/11/2024 | 2,36% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 124 212 | 61 832 | 51 965 CHF | 26 440 CHF | 88,79% | 88,79% |
14/11/2024 | 2,20% | 0,42 CHF | 0,43 CHF | 120 000 | 75 000 | 110 184 | 53 527 | 52 296 CHF | 26 050 CHF | 84,13% | 84,13% |