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 | 3.84% | 0.25 CHF | 0.26 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 153,494 CHF | 53,165 CHF | 99.38% | 99.38% |
19/11/2024 | 3.57% | 0.25 CHF | 0.26 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 165,100 CHF | 57,033 CHF | 99.07% | 99.07% |
18/11/2024 | 3.62% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 162,619 CHF | 56,206 CHF | 97.33% | 97.33% |
15/11/2024 | 3.39% | 0.30 CHF | 0.31 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 174,001 CHF | 60,000 CHF | 99.38% | 99.38% |
14/11/2024 | 3.19% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 185,112 CHF | 63,704 CHF | 99.37% | 99.37% |