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 | 0.80% | 1.27 CHF | 1.28 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 31'141 CHF | 31'391 CHF | 99.39% | 99.39% |
19.11.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 30'707 CHF | 30'957 CHF | 99.30% | 99.30% |
18.11.2024 | 0.96% | 1.06 CHF | 1.07 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 25'890 CHF | 26'140 CHF | 99.27% | 99.27% |
15.11.2024 | 1.13% | 0.95 CHF | 0.96 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 22'004 CHF | 22'254 CHF | 99.39% | 99.39% |
14.11.2024 | 1.19% | 0.78 CHF | 0.79 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'875 CHF | 21'125 CHF | 99.38% | 99.38% |