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 | 3,39% | 0,28 CHF | 0,29 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 130 746 CHF | 45 082 CHF | 98,88% | 98,88% |
19/11/2024 | 3,13% | 0,31 CHF | 0,32 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 141 633 CHF | 48 711 CHF | 98,87% | 98,87% |
18/11/2024 | 2,63% | 0,37 CHF | 0,38 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 169 440 CHF | 57 980 CHF | 96,62% | 96,62% |
15/11/2024 | 2,51% | 0,39 CHF | 0,40 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 176 963 CHF | 60 488 CHF | 99,37% | 99,37% |
14/11/2024 | 2,31% | 0,47 CHF | 0,48 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 192 956 CHF | 65 819 CHF | 99,38% | 99,38% |