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 | 11.10% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 600'675 | 328'952 | 51'117 CHF | 31'576 CHF | 100.00% | 100.00% |
19.11.2024 | 11.18% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 599'941 | 335'086 | 50'676 CHF | 32'045 CHF | 99.90% | 99.90% |
18.11.2024 | 9.54% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 514'288 | 404'267 | 51'388 CHF | 45'706 CHF | 99.89% | 99.89% |
15.11.2024 | 7.29% | 0.11 CHF | 0.12 CHF | 425'000 | 425'000 | 391'777 | 391'774 | 51'827 CHF | 55'744 CHF | 100.00% | 100.00% |
14.11.2024 | 6.06% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 324'601 | 324'601 | 51'974 CHF | 55'220 CHF | 100.00% | 100.00% |
13.11.2024 | 6.77% | 0.17 CHF | 0.18 CHF | 375'000 | 375'000 | 369'434 | 369'383 | 52'774 CHF | 56'460 CHF | 100.00% | 100.00% |
12.11.2024 | 4.83% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 258'150 | 258'150 | 52'193 CHF | 54'775 CHF | 99.69% | 99.69% |