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 | 3,65% | 0,24 CHF | 0,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 13 532 CHF | 14 032 CHF | 99,39% | 99,39% |
19/11/2024 | 3,48% | 0,26 CHF | 0,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 14 298 CHF | 14 798 CHF | 99,13% | 99,13% |
18/11/2024 | 2,76% | 0,38 CHF | 0,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 17 887 CHF | 18 387 CHF | 99,31% | 99,31% |
15/11/2024 | 2,46% | 0,38 CHF | 0,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 20 184 CHF | 20 684 CHF | 99,39% | 99,39% |
14/11/2024 | 2,92% | 0,35 CHF | 0,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 16 933 CHF | 17 433 CHF | 99,35% | 99,35% |
13/11/2024 | 2,74% | 0,33 CHF | 0,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 18 102 CHF | 18 602 CHF | 99,39% | 99,39% |
12/11/2024 | 2,32% | 0,37 CHF | 0,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 21 354 CHF | 21 854 CHF | 99,08% | 99,08% |