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 | 3.56% | 0.53 CHF | 0.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,824 CHF | 14,324 CHF | 99.53% | 99.53% |
19/11/2024 | 3.39% | 0.58 CHF | 0.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,501 CHF | 15,001 CHF | 99.48% | 99.48% |
18/11/2024 | 3.24% | 0.62 CHF | 0.64 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,181 CHF | 15,681 CHF | 99.50% | 99.50% |
15/11/2024 | 2.99% | 0.67 CHF | 0.69 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,452 CHF | 16,952 CHF | 98.94% | 98.94% |
14/11/2024 | 3.40% | 0.61 CHF | 0.63 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,476 CHF | 14,976 CHF | 99.56% | 99.56% |