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 | 6.92% | 0.13 CHF | 0.14 CHF | 375'000 | 375'000 | 375'693 | 375'693 | 52'470 CHF | 56'227 CHF | 99.49% | 99.49% |
19.11.2024 | 6.70% | 0.13 CHF | 0.14 CHF | 375'000 | 375'000 | 361'509 | 361'510 | 52'186 CHF | 55'801 CHF | 98.69% | 98.69% |
18.11.2024 | 8.59% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 457'996 | 457'995 | 51'066 CHF | 55'646 CHF | 99.24% | 99.24% |
15.11.2024 | 10.54% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 571'544 | 328'606 | 51'363 CHF | 33'156 CHF | 99.34% | 99.34% |
14.11.2024 | 11.02% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 592'082 | 314'082 | 50'809 CHF | 30'171 CHF | 99.21% | 99.21% |
13.11.2024 | 8.50% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 392'937 | 392'936 | 44'396 CHF | 48'325 CHF | 98.86% | 98.86% |