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 | 7,17% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 387 132 | 387 132 | 52 087 CHF | 55 958 CHF | 98,99% | 98,99% |
19/11/2024 | 7,08% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 379 719 | 379 718 | 51 794 CHF | 55 591 CHF | 98,00% | 98,00% |
18/11/2024 | 6,20% | 0,14 CHF | 0,15 CHF | 350 000 | 350 000 | 331 473 | 331 473 | 51 822 CHF | 55 137 CHF | 99,26% | 99,26% |
15/11/2024 | 5,74% | 0,15 CHF | 0,16 CHF | 325 000 | 325 000 | 305 074 | 305 074 | 51 704 CHF | 54 755 CHF | 99,37% | 99,37% |
14/11/2024 | 6,37% | 0,15 CHF | 0,16 CHF | 375 000 | 375 000 | 344 634 | 344 632 | 52 362 CHF | 55 808 CHF | 98,76% | 98,76% |
13/11/2024 | 6,10% | 0,16 CHF | 0,17 CHF | 300 000 | 300 000 | 285 911 | 285 915 | 45 492 CHF | 48 352 CHF | 99,04% | 99,04% |