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 | 1.12% | 0.89 CHF | 0.90 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 533,082 CHF | 179,694 CHF | 99.38% | 99.38% |
19/11/2024 | 1.15% | 0.89 CHF | 0.90 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 519,417 CHF | 175,139 CHF | 99.07% | 99.07% |
18/11/2024 | 1.14% | 0.88 CHF | 0.89 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 525,276 CHF | 177,092 CHF | 97.50% | 97.50% |
15/11/2024 | 1.16% | 0.85 CHF | 0.86 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 516,401 CHF | 174,134 CHF | 99.38% | 99.38% |
14/11/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 507,409 CHF | 171,136 CHF | 99.37% | 99.37% |