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 | 9,73% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 513 512 | 461 427 | 50 195 CHF | 50 066 CHF | 99,18% | 99,18% |
19/11/2024 | 9,56% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 506 992 | 426 595 | 50 430 CHF | 47 454 CHF | 98,75% | 98,75% |
18/11/2024 | 7,61% | 0,11 CHF | 0,12 CHF | 425 000 | 425 000 | 405 852 | 405 851 | 51 359 CHF | 55 417 CHF | 99,37% | 99,37% |
15/11/2024 | 6,01% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 320 266 | 320 263 | 51 654 CHF | 54 856 CHF | 99,35% | 99,35% |
14/11/2024 | 5,63% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 305 378 | 305 380 | 52 743 CHF | 55 797 CHF | 99,47% | 99,47% |
13/11/2024 | 6,95% | 0,14 CHF | 0,15 CHF | 350 000 | 350 000 | 327 607 | 327 607 | 45 442 CHF | 48 718 CHF | 99,25% | 99,25% |