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 | 6,67% | 0,63 CHF | 0,64 CHF | 80 000 | 25 000 | 92 279 | 12 934 | 52 057 CHF | 7 812 CHF | 99,63% | 99,63% |
19/11/2024 | 6,34% | 0,62 CHF | 0,64 CHF | 90 000 | 25 000 | 89 025 | 12 934 | 52 997 CHF | 8 243 CHF | 99,62% | 99,62% |
18/11/2024 | 6,17% | 0,59 CHF | 0,60 CHF | 90 000 | 25 000 | 89 275 | 12 933 | 53 075 CHF | 8 190 CHF | 99,65% | 99,65% |
15/11/2024 | 6,65% | 0,61 CHF | 0,62 CHF | 90 000 | 20 000 | 91 527 | 11 869 | 52 183 CHF | 7 243 CHF | 99,55% | 99,55% |
14/11/2024 | 11,85% | 0,41 CHF | 0,42 CHF | 130 000 | 20 000 | 168 352 | 11 866 | 51 602 CHF | 4 199 CHF | 99,64% | 99,64% |