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 | 1.80% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 90'023 | 52'684 | 53'076 CHF | 31'489 CHF | 99.67% | 99.67% |
19.11.2024 | 1.86% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 97'159 | 52'694 | 53'668 CHF | 29'586 CHF | 99.59% | 99.59% |
18.11.2024 | 1.80% | 0.59 CHF | 0.60 CHF | 90'000 | 75'000 | 90'000 | 52'680 | 53'621 CHF | 31'918 CHF | 99.67% | 99.67% |
15.11.2024 | 2.01% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 105'430 | 61'823 | 52'122 CHF | 31'135 CHF | 88.86% | 88.86% |
14.11.2024 | 1.88% | 0.50 CHF | 0.51 CHF | 100'000 | 75'000 | 95'151 | 53'519 | 52'623 CHF | 30'153 CHF | 84.33% | 84.33% |