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 | 5.11% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 272'324 | 272'322 | 51'918 CHF | 54'641 CHF | 99.49% | 99.49% |
19.11.2024 | 4.25% | 0.22 CHF | 0.23 CHF | 225'000 | 225'000 | 227'269 | 227'269 | 52'330 CHF | 54'602 CHF | 97.94% | 97.94% |
18.11.2024 | 4.56% | 0.22 CHF | 0.23 CHF | 225'000 | 225'000 | 244'291 | 244'293 | 52'429 CHF | 54'872 CHF | 99.36% | 99.36% |
15.11.2024 | 5.41% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 294'122 | 294'121 | 52'904 CHF | 55'845 CHF | 99.35% | 99.35% |
14.11.2024 | 5.24% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 270'276 | 270'279 | 50'125 CHF | 52'828 CHF | 98.63% | 98.63% |