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 | 0.91% | 1.06 CHF | 1.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 327'805 CHF | 110'268 CHF | 99.35% | 99.35% |
19.11.2024 | 0.92% | 1.06 CHF | 1.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 324'701 CHF | 109'234 CHF | 99.35% | 99.35% |
18.11.2024 | 0.91% | 1.06 CHF | 1.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 326'611 CHF | 109'870 CHF | 94.61% | 94.61% |
15.11.2024 | 1.06% | 1.01 CHF | 1.02 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 282'699 CHF | 95'233 CHF | 99.36% | 99.36% |
14.11.2024 | 1.12% | 0.91 CHF | 0.92 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 266'125 CHF | 89'708 CHF | 99.36% | 99.36% |