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 | 1,07% | 0,92 CHF | 0,93 CHF | 54 000 | 54 000 | 53 629 | 53 629 | 49 730 CHF | 50 266 CHF | 99,44% | 99,44% |
19/11/2024 | 1,03% | 1,01 CHF | 1,02 CHF | 53 000 | 53 000 | 53 360 | 53 360 | 51 668 CHF | 52 201 CHF | 99,47% | 99,47% |
18/11/2024 | 1,21% | 0,81 CHF | 0,82 CHF | 55 000 | 55 000 | 54 774 | 54 774 | 45 051 CHF | 45 599 CHF | 100,00% | 100,00% |
15/11/2024 | 1,27% | 0,76 CHF | 0,77 CHF | 56 000 | 56 000 | 54 953 | 54 953 | 43 174 CHF | 43 724 CHF | 99,44% | 99,44% |