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 | 8.36% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 449'239 | 449'240 | 51'514 CHF | 56'006 CHF | 99.49% | 99.49% |
19.11.2024 | 6.99% | 0.13 CHF | 0.14 CHF | 375'000 | 375'000 | 375'166 | 375'166 | 51'837 CHF | 55'588 CHF | 97.99% | 97.99% |
18.11.2024 | 7.54% | 0.13 CHF | 0.14 CHF | 375'000 | 375'000 | 401'798 | 401'671 | 51'328 CHF | 55'326 CHF | 99.27% | 99.27% |
15.11.2024 | 8.58% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 469'041 | 462'381 | 52'326 CHF | 56'204 CHF | 99.35% | 99.35% |
14.11.2024 | 8.43% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 448'825 | 420'475 | 50'997 CHF | 52'514 CHF | 98.72% | 98.72% |
13.11.2024 | 4.38% | 0.15 CHF | 0.16 CHF | 375'000 | 375'000 | 214'124 | 214'124 | 46'763 CHF | 48'904 CHF | 98.39% | 98.39% |