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 | 0.91% | 1.03 CHF | 1.05 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 218'691 CHF | 220'691 CHF | 99.54% | 99.54% |
19.11.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 219'133 CHF | 221'133 CHF | 99.56% | 99.56% |
18.11.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 236'369 CHF | 238'369 CHF | 99.57% | 99.57% |
15.11.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 230'542 CHF | 232'542 CHF | 98.92% | 98.92% |
14.11.2024 | 0.93% | 1.11 CHF | 1.12 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 213'249 CHF | 215'249 CHF | 98.73% | 98.73% |