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 | 7.17% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 387'132 | 387'132 | 52'087 CHF | 55'958 CHF | 98.99% | 98.99% |
19.11.2024 | 7.08% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 379'719 | 379'718 | 51'794 CHF | 55'591 CHF | 98.00% | 98.00% |
18.11.2024 | 6.20% | 0.14 CHF | 0.15 CHF | 350'000 | 350'000 | 331'473 | 331'473 | 51'822 CHF | 55'137 CHF | 99.26% | 99.26% |
15.11.2024 | 5.74% | 0.15 CHF | 0.16 CHF | 325'000 | 325'000 | 305'074 | 305'074 | 51'704 CHF | 54'755 CHF | 99.37% | 99.37% |
14.11.2024 | 6.37% | 0.15 CHF | 0.16 CHF | 375'000 | 375'000 | 344'634 | 344'632 | 52'362 CHF | 55'808 CHF | 98.76% | 98.76% |
13.11.2024 | 6.10% | 0.16 CHF | 0.17 CHF | 300'000 | 300'000 | 285'911 | 285'915 | 45'492 CHF | 48'352 CHF | 99.04% | 99.04% |