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 | 0.77% | 1.30 CHF | 1.31 CHF | 54,000 | 54,000 | 53,628 | 53,628 | 69,854 CHF | 70,390 CHF | 99.44% | 99.44% |
19/11/2024 | 0.74% | 1.39 CHF | 1.40 CHF | 53,000 | 53,000 | 53,360 | 53,360 | 71,656 CHF | 72,190 CHF | 99.47% | 99.47% |
18/11/2024 | 0.84% | 1.17 CHF | 1.18 CHF | 55,000 | 55,000 | 54,774 | 54,774 | 65,205 CHF | 65,753 CHF | 100.00% | 100.00% |
15/11/2024 | 0.86% | 1.12 CHF | 1.13 CHF | 56,000 | 56,000 | 54,953 | 54,953 | 63,435 CHF | 63,984 CHF | 99.44% | 99.44% |