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 | 1.36% | 1.20 CHF | 1.21 CHF | 132,000 | 132,000 | 58,459 | 58,459 | 67,025 CHF | 67,786 CHF | 99.34% | 99.34% |
19/11/2024 | 1.37% | 1.13 CHF | 1.14 CHF | 131,000 | 131,000 | 58,574 | 58,574 | 66,245 CHF | 67,006 CHF | 100.00% | 100.00% |
18/11/2024 | 1.37% | 1.12 CHF | 1.13 CHF | 130,000 | 130,000 | 58,171 | 58,171 | 65,646 CHF | 66,403 CHF | 99.78% | 99.78% |
15/11/2024 | 1.35% | 1.13 CHF | 1.14 CHF | 130,000 | 130,000 | 58,114 | 58,114 | 65,870 CHF | 66,626 CHF | 100.00% | 100.00% |
14/11/2024 | 1.38% | 1.13 CHF | 1.14 CHF | 130,000 | 130,000 | 58,331 | 58,331 | 65,531 CHF | 66,292 CHF | 98.56% | 98.56% |