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 | 11.96% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 639'443 | 331'427 | 50'307 CHF | 29'368 CHF | 100.00% | 100.00% |
19.11.2024 | 9.83% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 521'086 | 451'169 | 50'445 CHF | 48'909 CHF | 99.91% | 99.91% |
18.11.2024 | 12.44% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 670'070 | 347'535 | 50'503 CHF | 29'671 CHF | 99.88% | 99.88% |
15.11.2024 | 12.82% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 692'470 | 358'663 | 50'541 CHF | 29'767 CHF | 100.00% | 100.00% |
14.11.2024 | 10.77% | 0.08 CHF | 0.09 CHF | 600'000 | 300'000 | 578'222 | 319'413 | 50'760 CHF | 31'659 CHF | 100.00% | 100.00% |