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 | 0.89% | 1.12 CHF | 1.13 CHF | 54'000 | 54'000 | 53'628 | 53'628 | 60'280 CHF | 60'816 CHF | 99.44% | 99.44% |
19.11.2024 | 0.86% | 1.21 CHF | 1.22 CHF | 53'000 | 53'000 | 53'360 | 53'360 | 62'143 CHF | 62'676 CHF | 99.47% | 99.47% |
18.11.2024 | 0.98% | 1.00 CHF | 1.01 CHF | 55'000 | 55'000 | 54'774 | 54'774 | 55'523 CHF | 56'071 CHF | 100.00% | 100.00% |
15.11.2024 | 1.02% | 0.95 CHF | 0.96 CHF | 56'000 | 56'000 | 54'953 | 54'953 | 53'786 CHF | 54'336 CHF | 99.44% | 99.44% |