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 | 13,42% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 721 517 | 373 804 | 50 161 CHF | 29 735 CHF | 99,37% | 99,37% |
19/11/2024 | 13,20% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 709 965 | 368 213 | 50 230 CHF | 29 735 CHF | 99,27% | 99,27% |
18/11/2024 | 15,73% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 864 768 | 439 599 | 50 638 CHF | 30 133 CHF | 99,29% | 99,29% |
15/11/2024 | 14,13% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 763 791 | 394 827 | 50 270 CHF | 29 936 CHF | 99,38% | 99,38% |
14/11/2024 | 13,70% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 739 510 | 383 147 | 50 306 CHF | 29 894 CHF | 99,35% | 99,35% |
13/11/2024 | 12,61% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 662 507 | 344 038 | 49 138 CHF | 28 952 CHF | 99,36% | 99,36% |