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 | 0,77% | 1,30 CHF | 1,31 CHF | 54 000 | 54 000 | 53 628 | 53 628 | 69 854 CHF | 70 390 CHF | 99,44% | 99,44% |
19/11/2024 | 0,74% | 1,39 CHF | 1,40 CHF | 53 000 | 53 000 | 53 360 | 53 360 | 71 656 CHF | 72 190 CHF | 99,47% | 99,47% |
18/11/2024 | 0,84% | 1,17 CHF | 1,18 CHF | 55 000 | 55 000 | 54 774 | 54 774 | 65 205 CHF | 65 753 CHF | 100,00% | 100,00% |
15/11/2024 | 0,86% | 1,12 CHF | 1,13 CHF | 56 000 | 56 000 | 54 953 | 54 953 | 63 435 CHF | 63 984 CHF | 99,44% | 99,44% |