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% | 1.20 CHF | 1.23 CHF | 50'000 | 5'000 | 53'079 | 2'980 | 55'123 CHF | 3'358 CHF | 99.65% | 99.65% |
19.11.2024 | 5.08% | 0.91 CHF | 0.93 CHF | 60'000 | 5'000 | 59'738 | 2'980 | 54'937 CHF | 2'893 CHF | 99.65% | 99.65% |
18.11.2024 | 3.52% | 1.15 CHF | 1.18 CHF | 50'000 | 5'000 | 42'289 | 2'984 | 55'775 CHF | 4'057 CHF | 98.84% | 98.84% |
15.11.2024 | 4.70% | 1.22 CHF | 1.24 CHF | 50'000 | 5'000 | 56'400 | 3'015 | 55'898 CHF | 3'227 CHF | 96.20% | 96.20% |
14.11.2024 | 4.67% | 0.85 CHF | 0.88 CHF | 60'000 | 5'000 | 56'305 | 2'980 | 54'047 CHF | 2'930 CHF | 99.65% | 99.65% |