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 | 1,04% | 0,95 CHF | 0,96 CHF | 54 000 | 54 000 | 53 629 | 53 629 | 51 100 CHF | 51 636 CHF | 99,44% | 99,44% |
19/11/2024 | 1,01% | 1,04 CHF | 1,05 CHF | 53 000 | 53 000 | 53 360 | 53 360 | 52 965 CHF | 53 498 CHF | 99,47% | 99,47% |
18/11/2024 | 1,17% | 0,83 CHF | 0,84 CHF | 55 000 | 55 000 | 54 774 | 54 774 | 46 419 CHF | 46 967 CHF | 100,00% | 100,00% |
15/11/2024 | 1,23% | 0,78 CHF | 0,79 CHF | 56 000 | 56 000 | 54 953 | 54 953 | 44 622 CHF | 45 171 CHF | 99,44% | 99,44% |