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 | 2.59% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 57'092 CHF | 58'592 CHF | 99.49% | 99.49% |
19.11.2024 | 2.61% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 147'836 | 147'836 | 55'900 CHF | 57'378 CHF | 96.95% | 96.95% |
18.11.2024 | 3.03% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 169'030 | 169'031 | 55'008 CHF | 56'698 CHF | 99.38% | 99.38% |
15.11.2024 | 3.40% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 183'052 | 183'052 | 52'833 CHF | 54'663 CHF | 99.40% | 99.40% |
14.11.2024 | 3.53% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 191'414 | 191'412 | 53'240 CHF | 55'154 CHF | 99.23% | 99.23% |