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 | 1,68% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 59 001 CHF | 60 001 CHF | 99,45% | 99,45% |
19/11/2024 | 1,70% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 58 467 CHF | 59 467 CHF | 99,24% | 99,24% |
18/11/2024 | 1,92% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 102 585 | 102 585 | 52 980 CHF | 54 006 CHF | 99,36% | 99,36% |
15/11/2024 | 2,12% | 0,49 CHF | 0,50 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 58 456 CHF | 59 706 CHF | 99,38% | 99,38% |
14/11/2024 | 2,18% | 0,47 CHF | 0,48 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 56 873 CHF | 58 123 CHF | 99,22% | 99,22% |
13/11/2024 | 1,96% | 0,50 CHF | 0,51 CHF | 125 000 | 125 000 | 90 818 | 90 818 | 45 869 CHF | 46 777 CHF | 99,06% | 99,06% |