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 | 8,14% | 0,12 CHF | 0,13 CHF | 94 000 | 94 000 | 91 493 | 91 493 | 10 782 CHF | 11 697 CHF | 100,00% | 100,00% |
19/11/2024 | 7,82% | 0,14 CHF | 0,14 CHF | 94 000 | 94 000 | 91 391 | 91 391 | 11 327 CHF | 12 240 CHF | 100,00% | 100,00% |
18/11/2024 | 7,82% | 0,12 CHF | 0,13 CHF | 94 000 | 94 000 | 91 505 | 91 505 | 11 281 CHF | 12 196 CHF | 100,00% | 100,00% |
15/11/2024 | 7,35% | 0,13 CHF | 0,14 CHF | 94 000 | 94 000 | 91 397 | 91 397 | 12 050 CHF | 12 964 CHF | 100,00% | 100,00% |