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 | 1.61% | 1.02 CHF | 1.03 CHF | 132'000 | 132'000 | 58'472 | 58'472 | 56'818 CHF | 57'578 CHF | 99.35% | 99.35% |
19.11.2024 | 1.62% | 0.95 CHF | 0.96 CHF | 131'000 | 131'000 | 58'566 | 58'566 | 56'040 CHF | 56'801 CHF | 99.98% | 99.98% |
18.11.2024 | 1.63% | 0.95 CHF | 0.96 CHF | 130'000 | 130'000 | 58'220 | 58'220 | 55'458 CHF | 56'215 CHF | 99.87% | 99.87% |
15.11.2024 | 1.60% | 0.95 CHF | 0.96 CHF | 130'000 | 130'000 | 58'041 | 58'041 | 55'599 CHF | 56'354 CHF | 99.91% | 99.91% |
14.11.2024 | 1.64% | 0.96 CHF | 0.97 CHF | 130'000 | 130'000 | 58'301 | 58'301 | 55'226 CHF | 55'986 CHF | 98.58% | 98.58% |