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 | 2.43% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 183'059 CHF | 62'520 CHF | 98.76% | 98.76% |
19.11.2024 | 2.19% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 203'991 CHF | 69'497 CHF | 90.52% | 90.52% |
18.11.2024 | 2.04% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 218'405 CHF | 74'302 CHF | 95.19% | 95.19% |
15.11.2024 | 2.01% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 221'274 CHF | 75'258 CHF | 97.72% | 97.72% |
14.11.2024 | 2.05% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 217'416 CHF | 73'972 CHF | 98.66% | 98.66% |