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 | 8.86% | 0.12 CHF | 0.13 CHF | 199'459 | 100'000 | 197'869 | 100'000 | 21'460 CHF | 11'843 CHF | 100.00% | 100.00% |
19.11.2024 | 7.52% | 0.12 CHF | 0.13 CHF | 197'812 | 100'000 | 199'247 | 100'000 | 25'614 CHF | 13'852 CHF | 100.00% | 100.00% |
18.11.2024 | 6.68% | 0.14 CHF | 0.15 CHF | 200'554 | 100'000 | 201'511 | 100'000 | 29'214 CHF | 15'497 CHF | 100.00% | 100.00% |
15.11.2024 | 7.28% | 0.14 CHF | 0.15 CHF | 201'795 | 100'000 | 200'672 | 100'000 | 26'611 CHF | 14'260 CHF | 100.00% | 100.00% |
14.11.2024 | 6.36% | 0.14 CHF | 0.15 CHF | 200'780 | 100'000 | 202'834 | 100'000 | 31'118 CHF | 16'334 CHF | 99.22% | 99.22% |
13.11.2024 | 5.36% | 0.18 CHF | 0.19 CHF | 203'760 | 100'000 | 204'212 | 99'160 | 37'508 CHF | 19'206 CHF | 99.36% | 99.36% |