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 | 1.07% | 0.92 CHF | 0.93 CHF | 54'000 | 54'000 | 53'629 | 53'629 | 49'730 CHF | 50'266 CHF | 99.44% | 99.44% |
19.11.2024 | 1.03% | 1.01 CHF | 1.02 CHF | 53'000 | 53'000 | 53'360 | 53'360 | 51'668 CHF | 52'201 CHF | 99.47% | 99.47% |
18.11.2024 | 1.21% | 0.81 CHF | 0.82 CHF | 55'000 | 55'000 | 54'774 | 54'774 | 45'051 CHF | 45'599 CHF | 100.00% | 100.00% |
15.11.2024 | 1.27% | 0.76 CHF | 0.77 CHF | 56'000 | 56'000 | 54'953 | 54'953 | 43'174 CHF | 43'724 CHF | 99.44% | 99.44% |