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 | 14,71% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 803 455 | 412 993 | 50 592 CHF | 30 140 CHF | 99,45% | 99,45% |
19/11/2024 | 14,85% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 802 802 | 411 584 | 50 055 CHF | 29 794 CHF | 97,85% | 97,85% |
18/11/2024 | 15,26% | 0,07 CHF | 0,08 CHF | 850 000 | 425 000 | 837 657 | 423 769 | 50 736 CHF | 29 906 CHF | 99,24% | 99,24% |
15/11/2024 | 16,41% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 901 500 | 461 712 | 50 480 CHF | 30 478 CHF | 99,34% | 99,34% |
14/11/2024 | 14,37% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 782 975 | 402 098 | 50 584 CHF | 30 004 CHF | 99,18% | 99,18% |
13/11/2024 | 14,33% | 0,07 CHF | 0,08 CHF | 850 000 | 425 000 | 688 534 | 352 668 | 44 439 CHF | 26 303 CHF | 99,45% | 99,45% |