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 | 1.22% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 61'179 CHF | 61'929 CHF | 99.49% | 99.49% |
19.11.2024 | 1.41% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 52'929 CHF | 53'679 CHF | 95.41% | 95.41% |
18.11.2024 | 1.31% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'124 CHF | 57'874 CHF | 99.18% | 99.18% |
15.11.2024 | 1.08% | 0.83 CHF | 0.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 68'872 CHF | 69'622 CHF | 90.69% | 90.69% |
14.11.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 75'000 | 75'000 | 62'181 | 62'180 | 50'285 CHF | 50'906 CHF | 7.58% | 7.58% |