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 | 4,63% | 0,19 CHF | 0,20 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 15 936 CHF | 16 686 CHF | 100,00% | 100,00% |
19/11/2024 | 4,08% | 0,24 CHF | 0,25 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 18 089 CHF | 18 839 CHF | 99,90% | 99,90% |
18/11/2024 | 2,87% | 0,32 CHF | 0,33 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 25 885 CHF | 26 635 CHF | 99,90% | 99,90% |
15/11/2024 | 2,45% | 0,38 CHF | 0,39 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 30 254 CHF | 31 004 CHF | 100,00% | 100,00% |
14/11/2024 | 2,58% | 0,41 CHF | 0,42 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 28 795 CHF | 29 545 CHF | 100,00% | 100,00% |