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 | 7,01% | 0,12 CHF | 0,13 CHF | 400 000 | 400 000 | 379 557 | 379 557 | 52 309 CHF | 56 105 CHF | 100,00% | 100,00% |
19/11/2024 | 7,26% | 0,14 CHF | 0,15 CHF | 400 000 | 400 000 | 393 110 | 393 113 | 52 164 CHF | 56 096 CHF | 99,90% | 99,90% |
18/11/2024 | 5,85% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 311 836 | 311 836 | 51 744 CHF | 54 862 CHF | 99,91% | 99,91% |
15/11/2024 | 4,97% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 260 748 | 260 488 | 51 130 CHF | 53 685 CHF | 100,00% | 100,00% |
14/11/2024 | 5,17% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 271 676 | 271 677 | 51 116 CHF | 53 832 CHF | 100,00% | 100,00% |
13/11/2024 | 6,84% | 0,16 CHF | 0,17 CHF | 375 000 | 375 000 | 364 917 | 364 916 | 51 528 CHF | 55 177 CHF | 100,00% | 100,00% |