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 | 6,92% | 0,13 CHF | 0,14 CHF | 375 000 | 375 000 | 375 693 | 375 693 | 52 470 CHF | 56 227 CHF | 99,49% | 99,49% |
19/11/2024 | 6,70% | 0,13 CHF | 0,14 CHF | 375 000 | 375 000 | 361 509 | 361 510 | 52 186 CHF | 55 801 CHF | 98,69% | 98,69% |
18/11/2024 | 8,59% | 0,13 CHF | 0,14 CHF | 425 000 | 425 000 | 457 996 | 457 995 | 51 066 CHF | 55 646 CHF | 99,24% | 99,24% |
15/11/2024 | 10,54% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 571 544 | 328 606 | 51 363 CHF | 33 156 CHF | 99,34% | 99,34% |
14/11/2024 | 11,02% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 592 082 | 314 082 | 50 809 CHF | 30 171 CHF | 99,21% | 99,21% |
13/11/2024 | 8,50% | 0,11 CHF | 0,12 CHF | 500 000 | 500 000 | 392 937 | 392 936 | 44 396 CHF | 48 325 CHF | 98,86% | 98,86% |