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% | 1.20 CHF | 1.21 CHF | 132'000 | 132'000 | 58'459 | 58'459 | 67'025 CHF | 67'786 CHF | 99.34% | 99.34% |
19.11.2024 | 1.37% | 1.13 CHF | 1.14 CHF | 131'000 | 131'000 | 58'574 | 58'574 | 66'245 CHF | 67'006 CHF | 100.00% | 100.00% |
18.11.2024 | 1.37% | 1.12 CHF | 1.13 CHF | 130'000 | 130'000 | 58'171 | 58'171 | 65'646 CHF | 66'403 CHF | 99.78% | 99.78% |
15.11.2024 | 1.35% | 1.13 CHF | 1.14 CHF | 130'000 | 130'000 | 58'114 | 58'114 | 65'870 CHF | 66'626 CHF | 100.00% | 100.00% |
14.11.2024 | 1.38% | 1.13 CHF | 1.14 CHF | 130'000 | 130'000 | 58'331 | 58'331 | 65'531 CHF | 66'292 CHF | 98.56% | 98.56% |