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 |
---|---|---|---|---|---|---|---|---|---|---|---|
18/11/2024 | 1.20% | 0.82 CHF | 0.83 CHF | 500,000 | 500,000 | 499,996 | 500,000 | 415,605 CHF | 420,608 CHF | 100.00% | 100.00% |
15/11/2024 | 1.38% | 0.79 CHF | 0.80 CHF | 500,000 | 500,000 | 500,000 | 499,999 | 361,471 CHF | 366,470 CHF | 100.00% | 100.00% |
14/11/2024 | 1.41% | 0.66 CHF | 0.67 CHF | 500,000 | 500,000 | 499,997 | 499,978 | 356,297 CHF | 361,285 CHF | 100.00% | 100.00% |
13/11/2024 | 0.89% | 1.20 CHF | 1.21 CHF | 500,000 | 500,000 | 500,000 | 499,999 | 569,987 CHF | 574,985 CHF | 100.00% | 100.00% |
12/11/2024 | 1.46% | 1.10 CHF | 1.11 CHF | 500,000 | 500,000 | 499,998 | 500,000 | 349,693 CHF | 354,694 CHF | 100.00% | 100.00% |