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 | 4.63% | 0.19 CHF | 0.20 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 15'936 CHF | 16'686 CHF | 100.00% | 100.00% |
19.11.2024 | 4.08% | 0.24 CHF | 0.25 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 18'089 CHF | 18'839 CHF | 99.90% | 99.90% |
18.11.2024 | 2.87% | 0.32 CHF | 0.33 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 25'885 CHF | 26'635 CHF | 99.90% | 99.90% |
15.11.2024 | 2.45% | 0.38 CHF | 0.39 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 30'254 CHF | 31'004 CHF | 100.00% | 100.00% |
14.11.2024 | 2.58% | 0.41 CHF | 0.42 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 28'795 CHF | 29'545 CHF | 100.00% | 100.00% |