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 | 3,72% | 0,27 CHF | 0,28 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 34 329 CHF | 35 629 CHF | 0,83% | 97,20% |
22/11/2024 | 4,13% | 0,24 CHF | 0,25 CHF | 130 000 | 130 000 | 126 614 | 126 614 | 30 071 CHF | 31 337 CHF | 100,00% | 100,00% |
20/11/2024 | 3,86% | 0,25 CHF | 0,26 CHF | 130 000 | 130 000 | 126 612 | 126 612 | 32 166 CHF | 33 432 CHF | 100,00% | 100,00% |
19/11/2024 | 3,92% | 0,25 CHF | 0,26 CHF | 130 000 | 130 000 | 126 610 | 126 610 | 31 666 CHF | 32 932 CHF | 100,00% | 100,00% |
18/11/2024 | 3,97% | 0,26 CHF | 0,27 CHF | 130 000 | 130 000 | 126 615 | 126 615 | 31 311 CHF | 32 577 CHF | 100,00% | 100,00% |