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 | 11,96% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 639 443 | 331 427 | 50 307 CHF | 29 368 CHF | 100,00% | 100,00% |
19/11/2024 | 9,83% | 0,09 CHF | 0,10 CHF | 500 000 | 500 000 | 521 086 | 451 169 | 50 445 CHF | 48 909 CHF | 99,91% | 99,91% |
18/11/2024 | 12,44% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 670 070 | 347 535 | 50 503 CHF | 29 671 CHF | 99,88% | 99,88% |
15/11/2024 | 12,82% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 692 470 | 358 663 | 50 541 CHF | 29 767 CHF | 100,00% | 100,00% |
14/11/2024 | 10,77% | 0,08 CHF | 0,09 CHF | 600 000 | 300 000 | 578 222 | 319 413 | 50 760 CHF | 31 659 CHF | 100,00% | 100,00% |