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 | 8.20% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 439'694 | 439'694 | 51'383 CHF | 55'780 CHF | 99.38% | 99.38% |
19.11.2024 | 8.21% | 0.12 CHF | 0.13 CHF | 475'000 | 475'000 | 440'585 | 440'585 | 51'485 CHF | 55'891 CHF | 99.28% | 99.28% |
18.11.2024 | 10.15% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 544'444 | 383'017 | 50'902 CHF | 40'275 CHF | 99.29% | 99.29% |
15.11.2024 | 10.87% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 581'770 | 344'960 | 50'614 CHF | 34'034 CHF | 99.38% | 99.38% |
14.11.2024 | 9.55% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 511'304 | 433'800 | 50'948 CHF | 48'240 CHF | 99.35% | 99.35% |
13.11.2024 | 9.87% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 529'435 | 390'807 | 50'984 CHF | 42'592 CHF | 99.36% | 99.36% |
12.11.2024 | 12.43% | 0.09 CHF | 0.10 CHF | 625'000 | 325'000 | 650'063 | 337'950 | 49'131 CHF | 28'921 CHF | 99.07% | 99.07% |