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 | 8,36% | 0,13 CHF | 0,14 CHF | 425 000 | 425 000 | 449 239 | 449 240 | 51 514 CHF | 56 006 CHF | 99,49% | 99,49% |
19/11/2024 | 6,99% | 0,13 CHF | 0,14 CHF | 375 000 | 375 000 | 375 166 | 375 166 | 51 837 CHF | 55 588 CHF | 97,99% | 97,99% |
18/11/2024 | 7,54% | 0,13 CHF | 0,14 CHF | 375 000 | 375 000 | 401 798 | 401 671 | 51 328 CHF | 55 326 CHF | 99,27% | 99,27% |
15/11/2024 | 8,58% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 469 041 | 462 381 | 52 326 CHF | 56 204 CHF | 99,35% | 99,35% |
14/11/2024 | 8,43% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 448 825 | 420 475 | 50 997 CHF | 52 514 CHF | 98,72% | 98,72% |
13/11/2024 | 4,38% | 0,15 CHF | 0,16 CHF | 375 000 | 375 000 | 214 124 | 214 124 | 46 763 CHF | 48 904 CHF | 98,39% | 98,39% |