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 | 2.27% | 0.18 CHF | 0.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 6,633 CHF | 6,783 CHF | 100.00% | 100.00% |
19/11/2024 | 1.64% | 0.20 CHF | 0.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 9,332 CHF | 9,482 CHF | 100.00% | 100.00% |
18/11/2024 | 3.33% | 0.07 CHF | 0.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 4,591 CHF | 4,741 CHF | 100.00% | 100.00% |
15/11/2024 | 3.98% | 0.09 CHF | 0.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 3,815 CHF | 3,965 CHF | 92.59% | 100.00% |
14/11/2024 | 2.30% | 0.10 CHF | 0.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 6,875 CHF | 7,025 CHF | 100.00% | 100.00% |