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 | 4.75% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 254'933 | 254'932 | 52'501 CHF | 55'051 CHF | 99.37% | 99.37% |
19.11.2024 | 5.17% | 0.19 CHF | 0.20 CHF | 250'000 | 250'000 | 275'402 | 275'402 | 51'839 CHF | 54'593 CHF | 99.24% | 99.24% |
18.11.2024 | 5.61% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 302'608 | 302'608 | 52'479 CHF | 55'505 CHF | 99.27% | 99.27% |
15.11.2024 | 6.45% | 0.14 CHF | 0.15 CHF | 350'000 | 350'000 | 347'891 | 347'892 | 52'197 CHF | 55'676 CHF | 99.39% | 99.39% |
14.11.2024 | 4.94% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 262'610 | 262'610 | 51'765 CHF | 54'391 CHF | 99.35% | 99.35% |