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 | 7.01% | 0.12 CHF | 0.13 CHF | 400'000 | 400'000 | 379'557 | 379'557 | 52'309 CHF | 56'105 CHF | 100.00% | 100.00% |
19.11.2024 | 7.26% | 0.14 CHF | 0.15 CHF | 400'000 | 400'000 | 393'110 | 393'113 | 52'164 CHF | 56'096 CHF | 99.90% | 99.90% |
18.11.2024 | 5.85% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 311'836 | 311'836 | 51'744 CHF | 54'862 CHF | 99.91% | 99.91% |
15.11.2024 | 4.97% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 260'748 | 260'488 | 51'130 CHF | 53'685 CHF | 100.00% | 100.00% |
14.11.2024 | 5.17% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 271'676 | 271'677 | 51'116 CHF | 53'832 CHF | 100.00% | 100.00% |
13.11.2024 | 6.84% | 0.16 CHF | 0.17 CHF | 375'000 | 375'000 | 364'917 | 364'916 | 51'528 CHF | 55'177 CHF | 100.00% | 100.00% |