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 | 0.50% | 74.55 CHF | 74.90 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'873'440 CHF | 1'882'770 CHF | 99.38% | 99.38% |
19.11.2024 | 0.52% | 74.85 CHF | 75.25 CHF | 25'000 | 25'000 | 25'000 | 24'999 | 1'877'580 CHF | 1'887'210 CHF | 99.37% | 99.37% |
18.11.2024 | 0.52% | 77.05 CHF | 77.45 CHF | 25'000 | 25'000 | 25'000 | 24'999 | 1'922'070 CHF | 1'932'010 CHF | 98.94% | 98.94% |