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 | 5,11% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 272 324 | 272 322 | 51 918 CHF | 54 641 CHF | 99,49% | 99,49% |
19/11/2024 | 4,25% | 0,22 CHF | 0,23 CHF | 225 000 | 225 000 | 227 269 | 227 269 | 52 330 CHF | 54 602 CHF | 97,94% | 97,94% |
18/11/2024 | 4,56% | 0,22 CHF | 0,23 CHF | 225 000 | 225 000 | 244 291 | 244 293 | 52 429 CHF | 54 872 CHF | 99,36% | 99,36% |
15/11/2024 | 5,41% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 294 122 | 294 121 | 52 904 CHF | 55 845 CHF | 99,35% | 99,35% |
14/11/2024 | 5,24% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 270 276 | 270 279 | 50 125 CHF | 52 828 CHF | 98,63% | 98,63% |