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 | 7.49% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 401'680 | 401'680 | 51'689 CHF | 55'706 CHF | 100.00% | 100.00% |
19.11.2024 | 6.98% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 379'254 | 379'254 | 52'426 CHF | 56'219 CHF | 99.89% | 99.89% |
18.11.2024 | 8.13% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 435'745 | 435'745 | 51'436 CHF | 55'793 CHF | 99.91% | 99.91% |
15.11.2024 | 8.65% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 472'330 | 472'330 | 52'287 CHF | 57'011 CHF | 100.00% | 100.00% |
14.11.2024 | 9.49% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 504'959 | 470'609 | 50'720 CHF | 52'203 CHF | 100.00% | 100.00% |
13.11.2024 | 8.89% | 0.11 CHF | 0.12 CHF | 425'000 | 425'000 | 467'664 | 467'663 | 50'366 CHF | 55'042 CHF | 100.00% | 100.00% |