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 | 4.84% | 0.35 CHF | 0.36 CHF | 150'000 | 50'000 | 139'285 | 25'338 | 52'309 CHF | 9'850 CHF | 99.65% | 99.65% |
19.11.2024 | 5.16% | 0.37 CHF | 0.38 CHF | 140'000 | 50'000 | 148'850 | 25'339 | 52'363 CHF | 9'354 CHF | 99.61% | 99.61% |
18.11.2024 | 5.09% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 145'320 | 25'335 | 52'064 CHF | 9'563 CHF | 99.63% | 99.63% |
15.11.2024 | 4.13% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 127'439 | 29'353 | 52'390 CHF | 12'014 CHF | 56.30% | 56.30% |
14.11.2024 | 3.49% | 0.51 CHF | 0.52 CHF | 100'000 | 25'000 | 100'000 | 20'007 | 52'324 CHF | 10'817 CHF | 99.61% | 99.61% |