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 | 1.36% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 327'691 CHF | 110'730 CHF | 98.88% | 98.88% |
19.11.2024 | 1.42% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 315'587 CHF | 106'696 CHF | 98.87% | 98.87% |
18.11.2024 | 1.54% | 0.65 CHF | 0.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 290'307 CHF | 98'269 CHF | 96.78% | 96.78% |
15.11.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 284'009 CHF | 96'170 CHF | 99.37% | 99.37% |
14.11.2024 | 1.66% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 268'619 CHF | 91'040 CHF | 99.38% | 99.38% |