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 | 3,15% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 175 007 | 175 007 | 54 780 CHF | 56 530 CHF | 99,45% | 99,45% |
19/11/2024 | 2,89% | 0,34 CHF | 0,35 CHF | 150 000 | 150 000 | 154 297 | 154 297 | 52 599 CHF | 54 142 CHF | 98,52% | 98,52% |
18/11/2024 | 3,06% | 0,34 CHF | 0,35 CHF | 175 000 | 175 000 | 174 047 | 174 047 | 56 106 CHF | 57 846 CHF | 99,36% | 99,36% |
15/11/2024 | 2,97% | 0,34 CHF | 0,35 CHF | 150 000 | 150 000 | 169 371 | 169 372 | 56 128 CHF | 57 822 CHF | 99,48% | 99,48% |
14/11/2024 | 2,89% | 0,34 CHF | 0,35 CHF | 150 000 | 150 000 | 151 444 | 151 444 | 51 646 CHF | 53 160 CHF | 99,27% | 99,27% |
13/11/2024 | 3,33% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 155 859 | 155 859 | 46 160 CHF | 47 719 CHF | 99,20% | 99,20% |