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 | 13.79% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 745'776 | 384'680 | 50'354 CHF | 29'838 CHF | 99.38% | 99.38% |
19.11.2024 | 11.63% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 621'924 | 329'347 | 50'370 CHF | 30'089 CHF | 99.26% | 99.26% |
18.11.2024 | 10.45% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 564'031 | 341'383 | 51'150 CHF | 34'715 CHF | 99.30% | 99.30% |
15.11.2024 | 8.34% | 0.12 CHF | 0.13 CHF | 475'000 | 475'000 | 450'050 | 450'051 | 51'734 CHF | 56'234 CHF | 99.39% | 99.39% |
14.11.2024 | 11.19% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 583'843 | 385'398 | 49'459 CHF | 37'748 CHF | 99.37% | 99.37% |