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 | 1.96% | 0.52 CHF | 0.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 227,847 CHF | 77,449 CHF | 98.88% | 98.88% |
19/11/2024 | 2.06% | 0.48 CHF | 0.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 216,098 CHF | 73,533 CHF | 98.87% | 98.87% |
18/11/2024 | 2.34% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 190,556 CHF | 65,019 CHF | 96.78% | 96.78% |
15/11/2024 | 2.41% | 0.41 CHF | 0.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 184,194 CHF | 62,898 CHF | 99.37% | 99.37% |
14/11/2024 | 2.64% | 0.33 CHF | 0.34 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 168,657 CHF | 57,719 CHF | 99.38% | 99.38% |