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 | 0,89% | 1,12 CHF | 1,13 CHF | 54 000 | 54 000 | 53 628 | 53 628 | 60 280 CHF | 60 816 CHF | 99,44% | 99,44% |
19/11/2024 | 0,86% | 1,21 CHF | 1,22 CHF | 53 000 | 53 000 | 53 360 | 53 360 | 62 143 CHF | 62 676 CHF | 99,47% | 99,47% |
18/11/2024 | 0,98% | 1,00 CHF | 1,01 CHF | 55 000 | 55 000 | 54 774 | 54 774 | 55 523 CHF | 56 071 CHF | 100,00% | 100,00% |
15/11/2024 | 1,02% | 0,95 CHF | 0,96 CHF | 56 000 | 56 000 | 54 953 | 54 953 | 53 786 CHF | 54 336 CHF | 99,44% | 99,44% |