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 | 1,69% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 620 | 100 620 | 58 995 CHF | 60 001 CHF | 99,45% | 99,45% |
19/11/2024 | 2,27% | 0,44 CHF | 0,45 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 54 533 CHF | 55 783 CHF | 97,38% | 97,38% |
18/11/2024 | 1,90% | 0,48 CHF | 0,49 CHF | 125 000 | 125 000 | 104 969 | 104 969 | 54 538 CHF | 55 588 CHF | 99,27% | 99,27% |
15/11/2024 | 1,38% | 0,61 CHF | 0,62 CHF | 100 000 | 100 000 | 78 284 | 78 284 | 56 240 CHF | 57 023 CHF | 99,41% | 99,41% |
14/11/2024 | 1,55% | 0,85 CHF | 0,86 CHF | 75 000 | 75 000 | 93 037 | 93 036 | 59 543 CHF | 60 474 CHF | 99,29% | 99,29% |