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 | 2.43% | 0.39 CHF | 0.40 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 183,059 CHF | 62,520 CHF | 98.76% | 98.76% |
19/11/2024 | 2.19% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 203,991 CHF | 69,497 CHF | 90.52% | 90.52% |
18/11/2024 | 2.04% | 0.48 CHF | 0.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 218,405 CHF | 74,302 CHF | 95.19% | 95.19% |
15/11/2024 | 2.01% | 0.49 CHF | 0.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 221,274 CHF | 75,258 CHF | 97.72% | 97.72% |
14/11/2024 | 2.05% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 217,416 CHF | 73,972 CHF | 98.66% | 98.66% |