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 | 6.01% | 0.13 CHF | 0.14 CHF | 65'000 | 65'000 | 35'755 | 35'755 | 5'733 CHF | 6'091 CHF | 99.90% | 99.90% |
19.11.2024 | 5.27% | 0.18 CHF | 0.19 CHF | 65'000 | 65'000 | 35'868 | 35'868 | 6'712 CHF | 7'072 CHF | 98.91% | 98.91% |
18.11.2024 | 3.77% | 0.24 CHF | 0.25 CHF | 65'000 | 65'000 | 35'735 | 35'735 | 9'451 CHF | 9'810 CHF | 99.58% | 99.58% |
15.11.2024 | 3.45% | 0.31 CHF | 0.32 CHF | 65'000 | 65'000 | 35'700 | 35'700 | 10'584 CHF | 10'943 CHF | 99.89% | 99.89% |
14.11.2024 | 2.98% | 0.28 CHF | 0.29 CHF | 65'000 | 65'000 | 36'266 | 36'266 | 11'924 CHF | 12'287 CHF | 98.87% | 98.87% |