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 | 9.73% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 513'512 | 461'427 | 50'195 CHF | 50'066 CHF | 99.18% | 99.18% |
19.11.2024 | 9.56% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 506'992 | 426'595 | 50'430 CHF | 47'454 CHF | 98.75% | 98.75% |
18.11.2024 | 7.61% | 0.11 CHF | 0.12 CHF | 425'000 | 425'000 | 405'852 | 405'851 | 51'359 CHF | 55'417 CHF | 99.37% | 99.37% |
15.11.2024 | 6.01% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 320'266 | 320'263 | 51'654 CHF | 54'856 CHF | 99.35% | 99.35% |
14.11.2024 | 5.63% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 305'378 | 305'380 | 52'743 CHF | 55'797 CHF | 99.47% | 99.47% |
13.11.2024 | 6.95% | 0.14 CHF | 0.15 CHF | 350'000 | 350'000 | 327'607 | 327'607 | 45'442 CHF | 48'718 CHF | 99.25% | 99.25% |