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 | 3.97% | 0.28 CHF | 0.29 CHF | 180'000 | 75'000 | 195'661 | 52'692 | 51'175 CHF | 14'461 CHF | 99.63% | 99.63% |
19.11.2024 | 3.50% | 0.28 CHF | 0.29 CHF | 180'000 | 75'000 | 175'442 | 52'696 | 51'740 CHF | 16'199 CHF | 99.56% | 99.56% |
18.11.2024 | 3.87% | 0.26 CHF | 0.27 CHF | 200'000 | 75'000 | 198'196 | 52'683 | 50'987 CHF | 14'096 CHF | 99.64% | 99.64% |
15.11.2024 | 2.76% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 144'804 | 61'828 | 51'841 CHF | 22'846 CHF | 88.82% | 88.82% |
14.11.2024 | 3.54% | 0.36 CHF | 0.37 CHF | 140'000 | 75'000 | 185'061 | 57'274 | 51'330 CHF | 17'975 CHF | 72.97% | 84.20% |