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 | 1.99% | 0.49 CHF | 0.50 CHF | 110'000 | 75'000 | 101'079 | 52'696 | 51'847 CHF | 27'449 CHF | 99.61% | 99.61% |
19.11.2024 | 2.15% | 0.48 CHF | 0.49 CHF | 110'000 | 75'000 | 108'594 | 52'698 | 51'821 CHF | 25'622 CHF | 99.55% | 99.55% |
18.11.2024 | 2.02% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 100'023 | 52'684 | 52'027 CHF | 27'929 CHF | 99.63% | 99.63% |
15.11.2024 | 2.36% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 124'212 | 61'832 | 51'965 CHF | 26'440 CHF | 88.79% | 88.79% |
14.11.2024 | 2.20% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 110'184 | 53'527 | 52'296 CHF | 26'050 CHF | 84.13% | 84.13% |