Health insurance gap after a layoff

My employer coverage ended at the end of the month and I am trying to work out what to do as a bank teller. This is my first time dealing with any of this. The COBRA notice arrived with a very high price. How fast did coverage start?

Losing job-based coverage usually opens a special enrolment window, so check the deadline on the official marketplace site. I missed it by a day once and regretted it.