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 | 3,97% | 0,28 CHF | 0,29 CHF | 180 000 | 75 000 | 195 661 | 52 692 | 51 175 CHF | 14 461 CHF | 99,63% | 99,63% |
19/11/2024 | 3,50% | 0,28 CHF | 0,29 CHF | 180 000 | 75 000 | 175 442 | 52 696 | 51 740 CHF | 16 199 CHF | 99,56% | 99,56% |
18/11/2024 | 3,87% | 0,26 CHF | 0,27 CHF | 200 000 | 75 000 | 198 196 | 52 683 | 50 987 CHF | 14 096 CHF | 99,64% | 99,64% |
15/11/2024 | 2,76% | 0,35 CHF | 0,36 CHF | 150 000 | 100 000 | 144 804 | 61 828 | 51 841 CHF | 22 846 CHF | 88,82% | 88,82% |
14/11/2024 | 3,54% | 0,36 CHF | 0,37 CHF | 140 000 | 75 000 | 185 061 | 57 274 | 51 330 CHF | 17 975 CHF | 72,97% | 84,20% |