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 | 9,37% | 0,09 CHF | 0,10 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 12 259 CHF | 13 459 CHF | 99,47% | 99,47% |
19/11/2024 | 7,31% | 0,13 CHF | 0,14 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 16 152 CHF | 17 352 CHF | 100,00% | 100,00% |
18/11/2024 | 8,30% | 0,10 CHF | 0,11 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 13 954 CHF | 15 154 CHF | 99,89% | 99,89% |
15/11/2024 | 7,63% | 0,13 CHF | 0,14 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 15 152 CHF | 16 352 CHF | 100,00% | 100,00% |