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 | 17.10% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 941'550 | 480'517 | 50'374 CHF | 30'526 CHF | 99.39% | 99.39% |
19.11.2024 | 17.04% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 943'329 | 481'110 | 50'664 CHF | 30'660 CHF | 99.25% | 99.25% |
18.11.2024 | 16.62% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 921'052 | 472'588 | 50'797 CHF | 30'789 CHF | 99.27% | 99.27% |
15.11.2024 | 14.64% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 796'222 | 406'523 | 50'393 CHF | 29'811 CHF | 99.39% | 99.39% |
14.11.2024 | 17.94% | 0.05 CHF | 0.06 CHF | 925'000 | 475'000 | 979'043 | 490'354 | 49'713 CHF | 29'823 CHF | 99.39% | 99.39% |
13.11.2024 | 17.94% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 973'196 | 481'105 | 49'370 CHF | 29'264 CHF | 99.36% | 99.36% |