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 | 1.04% | 0.95 CHF | 0.96 CHF | 54'000 | 54'000 | 53'629 | 53'629 | 51'100 CHF | 51'636 CHF | 99.44% | 99.44% |
19.11.2024 | 1.01% | 1.04 CHF | 1.05 CHF | 53'000 | 53'000 | 53'360 | 53'360 | 52'965 CHF | 53'498 CHF | 99.47% | 99.47% |
18.11.2024 | 1.17% | 0.83 CHF | 0.84 CHF | 55'000 | 55'000 | 54'774 | 54'774 | 46'419 CHF | 46'967 CHF | 100.00% | 100.00% |
15.11.2024 | 1.23% | 0.78 CHF | 0.79 CHF | 56'000 | 56'000 | 54'953 | 54'953 | 44'622 CHF | 45'171 CHF | 99.44% | 99.44% |