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 | 1,32% | 0,75 CHF | 0,76 CHF | 54 000 | 54 000 | 53 629 | 53 628 | 40 276 CHF | 40 812 CHF | 99,44% | 99,44% |
19/11/2024 | 1,26% | 0,84 CHF | 0,85 CHF | 53 000 | 53 000 | 53 360 | 53 360 | 42 317 CHF | 42 851 CHF | 99,47% | 99,47% |
18/11/2024 | 1,53% | 0,63 CHF | 0,64 CHF | 55 000 | 55 000 | 54 774 | 54 774 | 35 435 CHF | 35 982 CHF | 100,00% | 100,00% |
15/11/2024 | 1,63% | 0,58 CHF | 0,59 CHF | 56 000 | 56 000 | 54 953 | 54 953 | 33 499 CHF | 34 048 CHF | 99,44% | 99,44% |