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 | 7.76% | 0.20 CHF | 0.21 CHF | 182,000 | 182,000 | 80,643 | 80,643 | 14,609 CHF | 15,621 CHF | 99.90% | 99.90% |
19/11/2024 | 6.65% | 0.21 CHF | 0.22 CHF | 184,000 | 184,000 | 81,845 | 81,845 | 16,852 CHF | 17,882 CHF | 100.00% | 100.00% |
18/11/2024 | 6.53% | 0.20 CHF | 0.21 CHF | 182,000 | 182,000 | 81,460 | 81,460 | 16,919 CHF | 17,944 CHF | 99.90% | 99.90% |
15/11/2024 | 7.41% | 0.22 CHF | 0.23 CHF | 182,000 | 182,000 | 80,591 | 80,591 | 15,543 CHF | 16,555 CHF | 99.90% | 99.90% |
14/11/2024 | 8.56% | 0.18 CHF | 0.19 CHF | 180,000 | 180,000 | 80,150 | 80,150 | 13,142 CHF | 14,150 CHF | 100.00% | 100.00% |