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 | 14.81% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 807'734 | 410'540 | 50'506 CHF | 29'791 CHF | 100.00% | 100.00% |
19.11.2024 | 12.06% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 647'713 | 333'933 | 50'472 CHF | 29'355 CHF | 99.91% | 99.91% |
18.11.2024 | 15.22% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 836'255 | 422'881 | 50'753 CHF | 29'901 CHF | 99.89% | 99.89% |
15.11.2024 | 16.57% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 918'660 | 469'214 | 50'870 CHF | 30'672 CHF | 100.00% | 100.00% |
14.11.2024 | 15.22% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 836'692 | 424'055 | 50'746 CHF | 29'970 CHF | 100.00% | 100.00% |
13.11.2024 | 11.72% | 0.07 CHF | 0.08 CHF | 625'000 | 325'000 | 625'028 | 321'144 | 50'255 CHF | 29'020 CHF | 100.00% | 100.00% |
12.11.2024 | 13.98% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 747'897 | 382'700 | 49'881 CHF | 29'353 CHF | 99.68% | 99.68% |