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 | 3.39% | 0.28 CHF | 0.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 130'746 CHF | 45'082 CHF | 98.88% | 98.88% |
19.11.2024 | 3.13% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 141'633 CHF | 48'711 CHF | 98.87% | 98.87% |
18.11.2024 | 2.63% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 169'440 CHF | 57'980 CHF | 96.62% | 96.62% |
15.11.2024 | 2.51% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 176'963 CHF | 60'488 CHF | 99.37% | 99.37% |
14.11.2024 | 2.31% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 192'956 CHF | 65'819 CHF | 99.38% | 99.38% |