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 | 1.32% | 0.75 CHF | 0.76 CHF | 54,000 | 54,000 | 53,629 | 53,628 | 40,276 CHF | 40,812 CHF | 99.44% | 99.44% |
19/11/2024 | 1.26% | 0.84 CHF | 0.85 CHF | 53,000 | 53,000 | 53,360 | 53,360 | 42,317 CHF | 42,851 CHF | 99.47% | 99.47% |
18/11/2024 | 1.53% | 0.63 CHF | 0.64 CHF | 55,000 | 55,000 | 54,774 | 54,774 | 35,435 CHF | 35,982 CHF | 100.00% | 100.00% |
15/11/2024 | 1.63% | 0.58 CHF | 0.59 CHF | 56,000 | 56,000 | 54,953 | 54,953 | 33,499 CHF | 34,048 CHF | 99.44% | 99.44% |