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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 13,92% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 754 807 | 389 904 | 50 470 CHF | 29 971 CHF | 99,37% | 99,37% |
20/11/2024 | 17,10% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 941 550 | 480 517 | 50 374 CHF | 30 526 CHF | 99,39% | 99,39% |
19/11/2024 | 17,04% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 943 329 | 481 110 | 50 664 CHF | 30 660 CHF | 99,25% | 99,25% |
18/11/2024 | 16,62% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 921 052 | 472 588 | 50 797 CHF | 30 789 CHF | 99,27% | 99,27% |
15/11/2024 | 14,64% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 796 222 | 406 523 | 50 393 CHF | 29 811 CHF | 99,39% | 99,39% |
14/11/2024 | 17,94% | 0,05 CHF | 0,06 CHF | 925 000 | 475 000 | 979 043 | 490 354 | 49 713 CHF | 29 823 CHF | 99,39% | 99,39% |
13/11/2024 | 17,94% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 973 196 | 481 105 | 49 370 CHF | 29 264 CHF | 99,36% | 99,36% |