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 | 3,84% | 0,25 CHF | 0,26 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 153 494 CHF | 53 165 CHF | 99,38% | 99,38% |
19/11/2024 | 3,57% | 0,25 CHF | 0,26 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 165 100 CHF | 57 033 CHF | 99,07% | 99,07% |
18/11/2024 | 3,62% | 0,27 CHF | 0,28 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 162 619 CHF | 56 206 CHF | 97,33% | 97,33% |
15/11/2024 | 3,39% | 0,30 CHF | 0,31 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 174 001 CHF | 60 000 CHF | 99,38% | 99,38% |
14/11/2024 | 3,19% | 0,31 CHF | 0,32 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 185 112 CHF | 63 704 CHF | 99,37% | 99,37% |