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 | 6.43% | 0.17 CHF | 0.18 CHF | 325'000 | 325'000 | 347'880 | 347'881 | 52'359 CHF | 55'838 CHF | 100.00% | 100.00% |
19.11.2024 | 5.73% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 309'482 | 309'482 | 52'433 CHF | 55'528 CHF | 99.89% | 99.89% |
18.11.2024 | 6.79% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 369'133 | 369'133 | 52'532 CHF | 56'223 CHF | 99.92% | 99.92% |
15.11.2024 | 7.30% | 0.14 CHF | 0.15 CHF | 400'000 | 400'000 | 396'524 | 396'524 | 52'348 CHF | 56'313 CHF | 100.00% | 100.00% |
14.11.2024 | 8.01% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 428'082 | 428'082 | 51'313 CHF | 55'594 CHF | 100.00% | 100.00% |
13.11.2024 | 7.37% | 0.14 CHF | 0.15 CHF | 350'000 | 350'000 | 396'634 | 396'634 | 51'855 CHF | 55'821 CHF | 100.00% | 100.00% |
12.11.2024 | 8.69% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 462'953 | 462'954 | 50'983 CHF | 55'613 CHF | 99.71% | 99.71% |