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 | 0.65% | 1.50 CHF | 1.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 460'455 CHF | 154'485 CHF | 99.36% | 99.36% |
19.11.2024 | 0.65% | 1.50 CHF | 1.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 456'929 CHF | 153'310 CHF | 99.35% | 99.35% |
18.11.2024 | 0.65% | 1.50 CHF | 1.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 460'431 CHF | 154'477 CHF | 94.66% | 94.66% |
15.11.2024 | 0.72% | 1.46 CHF | 1.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 415'782 CHF | 139'594 CHF | 99.36% | 99.36% |
14.11.2024 | 0.75% | 1.35 CHF | 1.36 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 399'921 CHF | 134'307 CHF | 99.36% | 99.36% |