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 | 1,36% | 0,74 CHF | 0,75 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 327 691 CHF | 110 730 CHF | 98,88% | 98,88% |
19/11/2024 | 1,42% | 0,71 CHF | 0,72 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 315 587 CHF | 106 696 CHF | 98,87% | 98,87% |
18/11/2024 | 1,54% | 0,65 CHF | 0,66 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 290 307 CHF | 98 269 CHF | 96,78% | 96,78% |
15/11/2024 | 1,57% | 0,63 CHF | 0,64 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 284 009 CHF | 96 170 CHF | 99,37% | 99,37% |
14/11/2024 | 1,66% | 0,55 CHF | 0,56 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 268 619 CHF | 91 040 CHF | 99,38% | 99,38% |