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 | 2.29% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 125'522 | 125'522 | 54'263 CHF | 55'518 CHF | 99.49% | 99.49% |
19.11.2024 | 2.70% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 149'281 | 149'281 | 54'685 CHF | 56'178 CHF | 98.47% | 98.47% |
18.11.2024 | 2.29% | 0.39 CHF | 0.40 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 53'960 CHF | 55'210 CHF | 99.25% | 99.25% |
15.11.2024 | 2.28% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 127'617 | 127'617 | 55'298 CHF | 56'574 CHF | 99.41% | 99.41% |
14.11.2024 | 2.37% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 52'040 CHF | 53'290 CHF | 99.24% | 99.24% |
13.11.2024 | 1.96% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 93'697 | 93'697 | 47'168 CHF | 48'105 CHF | 94.42% | 94.42% |