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 | 6.67% | 0.63 CHF | 0.64 CHF | 80'000 | 25'000 | 92'279 | 12'934 | 52'057 CHF | 7'812 CHF | 99.63% | 99.63% |
19.11.2024 | 6.34% | 0.62 CHF | 0.64 CHF | 90'000 | 25'000 | 89'025 | 12'934 | 52'997 CHF | 8'243 CHF | 99.62% | 99.62% |
18.11.2024 | 6.17% | 0.59 CHF | 0.60 CHF | 90'000 | 25'000 | 89'275 | 12'933 | 53'075 CHF | 8'190 CHF | 99.65% | 99.65% |
15.11.2024 | 6.65% | 0.61 CHF | 0.62 CHF | 90'000 | 20'000 | 91'527 | 11'869 | 52'183 CHF | 7'243 CHF | 99.55% | 99.55% |
14.11.2024 | 11.85% | 0.41 CHF | 0.42 CHF | 130'000 | 20'000 | 168'352 | 11'866 | 51'602 CHF | 4'199 CHF | 99.64% | 99.64% |