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 | 12.08% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 648'768 | 352'306 | 50'456 CHF | 31'189 CHF | 99.09% | 99.09% |
19.11.2024 | 11.90% | 0.08 CHF | 0.09 CHF | 600'000 | 300'000 | 636'130 | 328'123 | 50'302 CHF | 29'219 CHF | 99.24% | 99.24% |
18.11.2024 | 10.36% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 553'591 | 352'329 | 50'661 CHF | 36'184 CHF | 99.19% | 99.19% |
15.11.2024 | 9.49% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 500'964 | 492'621 | 50'382 CHF | 54'391 CHF | 99.35% | 99.35% |
14.11.2024 | 10.53% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 573'388 | 309'611 | 51'592 CHF | 30'987 CHF | 99.17% | 99.17% |
13.11.2024 | 10.21% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 485'392 | 346'602 | 45'256 CHF | 36'291 CHF | 99.01% | 99.01% |
12.11.2024 | 10.17% | 0.09 CHF | 0.10 CHF | 288'000 | 150'000 | 271'720 | 186'108 | 25'345 CHF | 19'450 CHF | 90.65% | 90.65% |