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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 2,71% | 0,37 CHF | 0,38 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 47 329 CHF | 48 629 CHF | 0,83% | 97,20% |
22/11/2024 | 2,93% | 0,34 CHF | 0,35 CHF | 140 000 | 140 000 | 136 354 | 136 354 | 45 898 CHF | 47 262 CHF | 100,00% | 100,00% |
20/11/2024 | 2,80% | 0,35 CHF | 0,36 CHF | 140 000 | 140 000 | 136 351 | 136 351 | 48 038 CHF | 49 402 CHF | 100,00% | 100,00% |
19/11/2024 | 2,84% | 0,34 CHF | 0,35 CHF | 140 000 | 140 000 | 135 559 | 135 559 | 47 134 CHF | 48 489 CHF | 100,00% | 100,00% |
18/11/2024 | 2,86% | 0,36 CHF | 0,37 CHF | 140 000 | 140 000 | 136 355 | 136 355 | 47 079 CHF | 48 443 CHF | 100,00% | 100,00% |