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 | 6.87% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 372'932 | 372'932 | 52'420 CHF | 56'149 CHF | 99.39% | 99.39% |
19.11.2024 | 6.81% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 369'811 | 369'811 | 52'445 CHF | 56'143 CHF | 95.77% | 95.77% |
18.11.2024 | 7.54% | 0.14 CHF | 0.15 CHF | 400'000 | 400'000 | 404'699 | 404'699 | 51'707 CHF | 55'754 CHF | 99.26% | 99.26% |
15.11.2024 | 8.09% | 0.12 CHF | 0.13 CHF | 400'000 | 400'000 | 430'160 | 430'160 | 51'047 CHF | 55'349 CHF | 99.38% | 99.38% |
14.11.2024 | 10.90% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 583'393 | 372'983 | 50'627 CHF | 37'728 CHF | 99.35% | 99.35% |
13.11.2024 | 12.36% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 662'631 | 344'672 | 50'270 CHF | 29'600 CHF | 99.37% | 99.37% |
12.11.2024 | 14.16% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 750'605 | 387'572 | 49'428 CHF | 29'406 CHF | 99.08% | 99.08% |