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 | 15.46% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 858'280 | 435'098 | 51'259 CHF | 30'337 CHF | 99.38% | 99.38% |
19.11.2024 | 17.52% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 958'467 | 485'487 | 49'902 CHF | 30'149 CHF | 99.29% | 99.29% |
18.11.2024 | 14.59% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 795'064 | 404'756 | 50'510 CHF | 29'782 CHF | 99.29% | 99.29% |
15.11.2024 | 13.12% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 713'255 | 368'746 | 50'816 CHF | 29'961 CHF | 99.38% | 99.38% |
14.11.2024 | 15.43% | 0.07 CHF | 0.08 CHF | 850'000 | 425'000 | 850'274 | 429'538 | 50'881 CHF | 30'001 CHF | 99.36% | 99.36% |
13.11.2024 | 12.04% | 0.08 CHF | 0.09 CHF | 725'000 | 375'000 | 653'577 | 337'165 | 51'004 CHF | 29'673 CHF | 99.39% | 99.39% |
12.11.2024 | 12.53% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 666'543 | 346'494 | 49'914 CHF | 29'416 CHF | 99.05% | 99.05% |
11.11.2024 | 11.38% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 597'208 | 320'443 | 49'625 CHF | 30'002 CHF | 99.28% | 99.28% |