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 | 1.32% | 0.75 CHF | 0.76 CHF | 54'000 | 54'000 | 53'629 | 53'628 | 40'276 CHF | 40'812 CHF | 99.44% | 99.44% |
19.11.2024 | 1.26% | 0.84 CHF | 0.85 CHF | 53'000 | 53'000 | 53'360 | 53'360 | 42'317 CHF | 42'851 CHF | 99.47% | 99.47% |
18.11.2024 | 1.53% | 0.63 CHF | 0.64 CHF | 55'000 | 55'000 | 54'774 | 54'774 | 35'435 CHF | 35'982 CHF | 100.00% | 100.00% |
15.11.2024 | 1.63% | 0.58 CHF | 0.59 CHF | 56'000 | 56'000 | 54'953 | 54'953 | 33'499 CHF | 34'048 CHF | 99.44% | 99.44% |