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 | 1,61% | 1,02 CHF | 1,03 CHF | 132 000 | 132 000 | 58 472 | 58 472 | 56 818 CHF | 57 578 CHF | 99,35% | 99,35% |
19/11/2024 | 1,62% | 0,95 CHF | 0,96 CHF | 131 000 | 131 000 | 58 566 | 58 566 | 56 040 CHF | 56 801 CHF | 99,98% | 99,98% |
18/11/2024 | 1,63% | 0,95 CHF | 0,96 CHF | 130 000 | 130 000 | 58 220 | 58 220 | 55 458 CHF | 56 215 CHF | 99,87% | 99,87% |
15/11/2024 | 1,60% | 0,95 CHF | 0,96 CHF | 130 000 | 130 000 | 58 041 | 58 041 | 55 599 CHF | 56 354 CHF | 99,91% | 99,91% |
14/11/2024 | 1,64% | 0,96 CHF | 0,97 CHF | 130 000 | 130 000 | 58 301 | 58 301 | 55 226 CHF | 55 986 CHF | 98,58% | 98,58% |