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 | 1,36% | 1,20 CHF | 1,21 CHF | 132 000 | 132 000 | 58 459 | 58 459 | 67 025 CHF | 67 786 CHF | 99,34% | 99,34% |
19/11/2024 | 1,37% | 1,13 CHF | 1,14 CHF | 131 000 | 131 000 | 58 574 | 58 574 | 66 245 CHF | 67 006 CHF | 100,00% | 100,00% |
18/11/2024 | 1,37% | 1,12 CHF | 1,13 CHF | 130 000 | 130 000 | 58 171 | 58 171 | 65 646 CHF | 66 403 CHF | 99,78% | 99,78% |
15/11/2024 | 1,35% | 1,13 CHF | 1,14 CHF | 130 000 | 130 000 | 58 114 | 58 114 | 65 870 CHF | 66 626 CHF | 100,00% | 100,00% |
14/11/2024 | 1,38% | 1,13 CHF | 1,14 CHF | 130 000 | 130 000 | 58 331 | 58 331 | 65 531 CHF | 66 292 CHF | 98,56% | 98,56% |