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 | 10.25% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 551'287 | 363'231 | 51'036 CHF | 37'672 CHF | 99.39% | 99.39% |
19.11.2024 | 10.06% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 538'064 | 388'475 | 50'794 CHF | 41'120 CHF | 99.27% | 99.27% |
18.11.2024 | 8.63% | 0.10 CHF | 0.11 CHF | 475'000 | 475'000 | 467'815 | 467'815 | 51'894 CHF | 56'573 CHF | 99.31% | 99.31% |
15.11.2024 | 8.03% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 430'058 | 430'056 | 51'406 CHF | 55'706 CHF | 99.38% | 99.38% |
14.11.2024 | 8.73% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 457'627 | 457'628 | 50'316 CHF | 54'893 CHF | 99.35% | 99.35% |