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 | 0,65% | 1,50 CHF | 1,51 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 460 455 CHF | 154 485 CHF | 99,36% | 99,36% |
19/11/2024 | 0,65% | 1,50 CHF | 1,51 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 456 929 CHF | 153 310 CHF | 99,35% | 99,35% |
18/11/2024 | 0,65% | 1,50 CHF | 1,51 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 460 431 CHF | 154 477 CHF | 94,66% | 94,66% |
15/11/2024 | 0,72% | 1,46 CHF | 1,47 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 415 782 CHF | 139 594 CHF | 99,36% | 99,36% |
14/11/2024 | 0,75% | 1,35 CHF | 1,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 399 921 CHF | 134 307 CHF | 99,36% | 99,36% |