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 | 2,20% | 0,43 CHF | 0,44 CHF | 120 000 | 50 000 | 117 170 | 50 000 | 52 569 CHF | 22 953 CHF | 100,00% | 100,00% |
19/11/2024 | 2,22% | 0,48 CHF | 0,49 CHF | 110 000 | 50 000 | 110 479 | 50 000 | 51 690 CHF | 23 942 CHF | 100,00% | 100,00% |
18/11/2024 | 2,20% | 0,48 CHF | 0,49 CHF | 110 000 | 50 000 | 110 819 | 50 000 | 51 885 CHF | 23 936 CHF | 100,00% | 100,00% |
15/11/2024 | 2,31% | 0,45 CHF | 0,46 CHF | 120 000 | 50 000 | 117 837 | 50 000 | 53 006 CHF | 23 029 CHF | 100,00% | 100,00% |
14/11/2024 | 2,21% | 0,50 CHF | 0,51 CHF | 100 000 | 50 000 | 116 247 | 50 000 | 51 937 CHF | 22 941 CHF | 99,52% | 99,52% |
13/11/2024 | 2,82% | 0,38 CHF | 0,39 CHF | 140 000 | 50 000 | 145 224 | 49 704 | 51 563 CHF | 18 170 CHF | 99,32% | 99,32% |