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 | 1.05% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 427'229 CHF | 143'910 CHF | 98.88% | 98.88% |
19.11.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 414'929 CHF | 139'810 CHF | 98.87% | 98.87% |
18.11.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 390'450 CHF | 131'650 CHF | 96.66% | 96.66% |
15.11.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 383'882 CHF | 129'461 CHF | 99.37% | 99.37% |
14.11.2024 | 1.21% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 368'621 CHF | 124'374 CHF | 99.37% | 99.37% |