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 | 2,29% | 0,48 CHF | 0,49 CHF | 125 000 | 125 000 | 125 522 | 125 522 | 54 263 CHF | 55 518 CHF | 99,49% | 99,49% |
19/11/2024 | 2,70% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 149 281 | 149 281 | 54 685 CHF | 56 178 CHF | 98,47% | 98,47% |
18/11/2024 | 2,29% | 0,39 CHF | 0,40 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 53 960 CHF | 55 210 CHF | 99,25% | 99,25% |
15/11/2024 | 2,28% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 127 617 | 127 617 | 55 298 CHF | 56 574 CHF | 99,41% | 99,41% |
14/11/2024 | 2,37% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 52 040 CHF | 53 290 CHF | 99,24% | 99,24% |
13/11/2024 | 1,96% | 0,47 CHF | 0,48 CHF | 125 000 | 125 000 | 93 697 | 93 697 | 47 168 CHF | 48 105 CHF | 94,42% | 94,42% |