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 | 1.61% | 1.02 CHF | 1.03 CHF | 132,000 | 132,000 | 58,472 | 58,472 | 56,818 CHF | 57,578 CHF | 99.35% | 99.35% |
19/11/2024 | 1.62% | 0.95 CHF | 0.96 CHF | 131,000 | 131,000 | 58,566 | 58,566 | 56,040 CHF | 56,801 CHF | 99.98% | 99.98% |
18/11/2024 | 1.63% | 0.95 CHF | 0.96 CHF | 130,000 | 130,000 | 58,220 | 58,220 | 55,458 CHF | 56,215 CHF | 99.87% | 99.87% |
15/11/2024 | 1.60% | 0.95 CHF | 0.96 CHF | 130,000 | 130,000 | 58,041 | 58,041 | 55,599 CHF | 56,354 CHF | 99.91% | 99.91% |
14/11/2024 | 1.64% | 0.96 CHF | 0.97 CHF | 130,000 | 130,000 | 58,301 | 58,301 | 55,226 CHF | 55,986 CHF | 98.58% | 98.58% |