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% | 4.88 CHF | 4.92 CHF | 14'800 | 14'800 | 14'798 | 14'798 | 76'251 CHF | 76'843 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 4.91 CHF | 4.95 CHF | 12'800 | 12'800 | 12'803 | 12'803 | 63'288 CHF | 63'800 CHF | 100.00% | 100.00% |
18.11.2024 | 0.71% | 5.76 CHF | 5.80 CHF | 13'300 | 13'300 | 13'444 | 13'444 | 75'276 CHF | 75'814 CHF | 100.00% | 100.00% |
15.11.2024 | 0.69% | 5.50 CHF | 5.54 CHF | 13'100 | 13'100 | 12'853 | 12'853 | 74'402 CHF | 74'916 CHF | 100.00% | 100.00% |
14.11.2024 | 0.75% | 5.76 CHF | 5.80 CHF | 14'900 | 14'900 | 15'160 | 15'160 | 80'859 CHF | 81'466 CHF | 100.00% | 100.00% |