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 | 3,25% | 0,27 CHF | 0,28 CHF | 132 942 | 75 000 | 131 437 | 75 000 | 39 891 CHF | 23 517 CHF | 100,00% | 100,00% |
19/11/2024 | 3,65% | 0,29 CHF | 0,30 CHF | 131 853 | 75 000 | 132 601 | 75 000 | 35 707 CHF | 20 948 CHF | 100,00% | 100,00% |
18/11/2024 | 3,57% | 0,28 CHF | 0,29 CHF | 132 773 | 75 000 | 132 903 | 75 000 | 36 586 CHF | 21 399 CHF | 100,00% | 100,00% |
15/11/2024 | 3,63% | 0,29 CHF | 0,30 CHF | 132 438 | 75 000 | 133 294 | 75 000 | 36 237 CHF | 21 146 CHF | 100,00% | 100,00% |
14/11/2024 | 3,99% | 0,25 CHF | 0,26 CHF | 133 962 | 75 000 | 134 575 | 75 000 | 33 103 CHF | 19 202 CHF | 99,52% | 99,52% |
13/11/2024 | 4,45% | 0,20 CHF | 0,21 CHF | 135 760 | 75 000 | 134 475 | 74 138 | 30 172 CHF | 17 401 CHF | 98,35% | 98,35% |