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 | 10,25% | 0,09 CHF | 0,10 CHF | 500 000 | 500 000 | 551 287 | 363 231 | 51 036 CHF | 37 672 CHF | 99,39% | 99,39% |
19/11/2024 | 10,06% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 538 064 | 388 475 | 50 794 CHF | 41 120 CHF | 99,27% | 99,27% |
18/11/2024 | 8,63% | 0,10 CHF | 0,11 CHF | 475 000 | 475 000 | 467 815 | 467 815 | 51 894 CHF | 56 573 CHF | 99,31% | 99,31% |
15/11/2024 | 8,03% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 430 058 | 430 056 | 51 406 CHF | 55 706 CHF | 99,38% | 99,38% |
14/11/2024 | 8,73% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 457 627 | 457 628 | 50 316 CHF | 54 893 CHF | 99,35% | 99,35% |