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 | 7.36% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 397'904 | 397'904 | 52'069 CHF | 56'048 CHF | 99.38% | 99.38% |
19.11.2024 | 7.10% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 385'017 | 385'018 | 52'289 CHF | 56'139 CHF | 95.75% | 95.75% |
18.11.2024 | 6.70% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 363'744 | 363'744 | 52'472 CHF | 56'109 CHF | 99.29% | 99.29% |
15.11.2024 | 6.34% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 342'472 | 342'472 | 52'259 CHF | 55'684 CHF | 99.38% | 99.38% |
14.11.2024 | 5.16% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 271'305 | 271'305 | 51'198 CHF | 53'911 CHF | 99.34% | 99.34% |
13.11.2024 | 4.64% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 52'671 CHF | 55'171 CHF | 99.37% | 99.37% |
12.11.2024 | 4.41% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 242'369 | 242'369 | 53'682 CHF | 56'106 CHF | 99.06% | 99.06% |
11.11.2024 | 4.08% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 214'388 | 214'388 | 51'491 CHF | 53'635 CHF | 99.22% | 99.22% |