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 | 0.77% | 1.30 CHF | 1.31 CHF | 54'000 | 54'000 | 53'628 | 53'628 | 69'854 CHF | 70'390 CHF | 99.44% | 99.44% |
19.11.2024 | 0.74% | 1.39 CHF | 1.40 CHF | 53'000 | 53'000 | 53'360 | 53'360 | 71'656 CHF | 72'190 CHF | 99.47% | 99.47% |
18.11.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 55'000 | 55'000 | 54'774 | 54'774 | 65'205 CHF | 65'753 CHF | 100.00% | 100.00% |
15.11.2024 | 0.86% | 1.12 CHF | 1.13 CHF | 56'000 | 56'000 | 54'953 | 54'953 | 63'435 CHF | 63'984 CHF | 99.44% | 99.44% |