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 | 7,49% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 401 680 | 401 680 | 51 689 CHF | 55 706 CHF | 100,00% | 100,00% |
19/11/2024 | 6,98% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 379 254 | 379 254 | 52 426 CHF | 56 219 CHF | 99,89% | 99,89% |
18/11/2024 | 8,13% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 435 745 | 435 745 | 51 436 CHF | 55 793 CHF | 99,91% | 99,91% |
15/11/2024 | 8,65% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 472 330 | 472 330 | 52 287 CHF | 57 011 CHF | 100,00% | 100,00% |
14/11/2024 | 9,49% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 504 959 | 470 609 | 50 720 CHF | 52 203 CHF | 100,00% | 100,00% |
13/11/2024 | 8,89% | 0,11 CHF | 0,12 CHF | 425 000 | 425 000 | 467 664 | 467 663 | 50 366 CHF | 55 042 CHF | 100,00% | 100,00% |