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 | 0,91% | 1,06 CHF | 1,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 327 805 CHF | 110 268 CHF | 99,35% | 99,35% |
19/11/2024 | 0,92% | 1,06 CHF | 1,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 324 701 CHF | 109 234 CHF | 99,35% | 99,35% |
18/11/2024 | 0,91% | 1,06 CHF | 1,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 326 611 CHF | 109 870 CHF | 94,61% | 94,61% |
15/11/2024 | 1,06% | 1,01 CHF | 1,02 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 282 699 CHF | 95 233 CHF | 99,36% | 99,36% |
14/11/2024 | 1,12% | 0,91 CHF | 0,92 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 266 125 CHF | 89 708 CHF | 99,36% | 99,36% |