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 | 0,58% | 1,67 CHF | 1,68 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 86 705 CHF | 87 205 CHF | 99,38% | 99,38% |
19/11/2024 | 0,64% | 1,66 CHF | 1,67 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 78 143 CHF | 78 643 CHF | 99,26% | 99,26% |
18/11/2024 | 0,54% | 1,73 CHF | 1,74 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 93 456 CHF | 93 956 CHF | 99,30% | 99,30% |
15/11/2024 | 0,53% | 1,96 CHF | 1,97 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 93 580 CHF | 94 080 CHF | 99,39% | 99,39% |
14/11/2024 | 0,56% | 1,81 CHF | 1,82 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 88 679 CHF | 89 179 CHF | 99,35% | 99,35% |