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 | 13,79% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 745 776 | 384 680 | 50 354 CHF | 29 838 CHF | 99,38% | 99,38% |
19/11/2024 | 11,63% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 621 924 | 329 347 | 50 370 CHF | 30 089 CHF | 99,26% | 99,26% |
18/11/2024 | 10,45% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 564 031 | 341 383 | 51 150 CHF | 34 715 CHF | 99,30% | 99,30% |
15/11/2024 | 8,34% | 0,12 CHF | 0,13 CHF | 475 000 | 475 000 | 450 050 | 450 051 | 51 734 CHF | 56 234 CHF | 99,39% | 99,39% |
14/11/2024 | 11,19% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 583 843 | 385 398 | 49 459 CHF | 37 748 CHF | 99,37% | 99,37% |