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 | 1.69% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'620 | 100'620 | 58'995 CHF | 60'001 CHF | 99.45% | 99.45% |
19.11.2024 | 2.27% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 54'533 CHF | 55'783 CHF | 97.38% | 97.38% |
18.11.2024 | 1.90% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 104'969 | 104'969 | 54'538 CHF | 55'588 CHF | 99.27% | 99.27% |
15.11.2024 | 1.38% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 78'284 | 78'284 | 56'240 CHF | 57'023 CHF | 99.41% | 99.41% |
14.11.2024 | 1.55% | 0.85 CHF | 0.86 CHF | 75'000 | 75'000 | 93'037 | 93'036 | 59'543 CHF | 60'474 CHF | 99.29% | 99.29% |