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 | 14.71% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 803'455 | 412'993 | 50'592 CHF | 30'140 CHF | 99.45% | 99.45% |
19.11.2024 | 14.85% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 802'802 | 411'584 | 50'055 CHF | 29'794 CHF | 97.85% | 97.85% |
18.11.2024 | 15.26% | 0.07 CHF | 0.08 CHF | 850'000 | 425'000 | 837'657 | 423'769 | 50'736 CHF | 29'906 CHF | 99.24% | 99.24% |
15.11.2024 | 16.41% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 901'500 | 461'712 | 50'480 CHF | 30'478 CHF | 99.34% | 99.34% |
14.11.2024 | 14.37% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 782'975 | 402'098 | 50'584 CHF | 30'004 CHF | 99.18% | 99.18% |
13.11.2024 | 14.33% | 0.07 CHF | 0.08 CHF | 850'000 | 425'000 | 688'534 | 352'668 | 44'439 CHF | 26'303 CHF | 99.45% | 99.45% |