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 | 1,25% | 0,83 CHF | 0,84 CHF | 70 000 | 50 000 | 61 877 | 50 000 | 52 502 CHF | 42 987 CHF | 100,00% | 100,00% |
19/11/2024 | 1,20% | 0,88 CHF | 0,89 CHF | 60 000 | 50 000 | 60 010 | 50 000 | 52 108 CHF | 43 942 CHF | 100,00% | 100,00% |
18/11/2024 | 1,14% | 0,88 CHF | 0,89 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 52 124 CHF | 43 936 CHF | 100,00% | 100,00% |
15/11/2024 | 1,23% | 0,85 CHF | 0,86 CHF | 60 000 | 50 000 | 60 113 | 50 000 | 51 098 CHF | 43 029 CHF | 100,00% | 100,00% |
14/11/2024 | 1,17% | 0,90 CHF | 0,91 CHF | 60 000 | 50 000 | 63 570 | 50 000 | 53 851 CHF | 42 941 CHF | 99,52% | 99,52% |
13/11/2024 | 1,34% | 0,78 CHF | 0,79 CHF | 70 000 | 50 000 | 70 000 | 49 704 | 52 884 CHF | 38 051 CHF | 99,32% | 99,32% |