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 | 1,34% | 0,61 CHF | 0,62 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 187 360 CHF | 189 860 CHF | 100,00% | 100,00% |
19/11/2024 | 1,39% | 0,80 CHF | 0,81 CHF | 250 000 | 250 000 | 246 622 | 246 622 | 186 270 CHF | 188 762 CHF | 100,00% | 100,00% |
18/11/2024 | 0,95% | 0,91 CHF | 0,92 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 263 043 CHF | 265 543 CHF | 100,00% | 100,00% |
15/11/2024 | 0,84% | 1,27 CHF | 1,28 CHF | 250 000 | 250 000 | 245 502 | 245 502 | 321 052 CHF | 323 539 CHF | 99,99% | 99,99% |
14/11/2024 | 0,77% | 1,28 CHF | 1,29 CHF | 250 000 | 250 000 | 245 612 | 245 612 | 351 155 CHF | 353 702 CHF | 99,24% | 99,24% |