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 | 1.12% | 0.89 CHF | 0.90 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 533'082 CHF | 179'694 CHF | 99.38% | 99.38% |
19.11.2024 | 1.15% | 0.89 CHF | 0.90 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 519'417 CHF | 175'139 CHF | 99.07% | 99.07% |
18.11.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 525'276 CHF | 177'092 CHF | 97.50% | 97.50% |
15.11.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 516'401 CHF | 174'134 CHF | 99.38% | 99.38% |
14.11.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 507'409 CHF | 171'136 CHF | 99.37% | 99.37% |