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 | 2.78% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 141'153 | 52'687 | 51'546 CHF | 19'899 CHF | 99.65% | 99.65% |
19.11.2024 | 2.60% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 130'964 | 52'694 | 52'173 CHF | 21'633 CHF | 99.58% | 99.58% |
18.11.2024 | 2.95% | 0.37 CHF | 0.38 CHF | 140'000 | 75'000 | 142'418 | 52'681 | 51'380 CHF | 19'573 CHF | 99.66% | 99.66% |
15.11.2024 | 2.27% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 112'149 | 58'113 | 52'235 CHF | 27'647 CHF | 98.78% | 98.78% |
14.11.2024 | 2.64% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 132'354 | 53'602 | 51'911 CHF | 22'527 CHF | 82.39% | 83.45% |