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 | 1.86% | 0.50 CHF | 0.51 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'372 CHF | 13'622 CHF | 99.39% | 99.39% |
19.11.2024 | 1.80% | 0.57 CHF | 0.58 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'795 CHF | 14'045 CHF | 99.30% | 99.30% |
18.11.2024 | 1.32% | 0.72 CHF | 0.73 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 18'788 CHF | 19'038 CHF | 99.27% | 99.27% |
15.11.2024 | 1.09% | 0.85 CHF | 0.86 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 22'865 CHF | 23'115 CHF | 99.39% | 99.39% |
14.11.2024 | 1.04% | 1.02 CHF | 1.03 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 23'979 CHF | 24'229 CHF | 99.38% | 99.38% |