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 | 0.89% | 1.12 CHF | 1.13 CHF | 54,000 | 54,000 | 53,628 | 53,628 | 60,280 CHF | 60,816 CHF | 99.44% | 99.44% |
19/11/2024 | 0.86% | 1.21 CHF | 1.22 CHF | 53,000 | 53,000 | 53,360 | 53,360 | 62,143 CHF | 62,676 CHF | 99.47% | 99.47% |
18/11/2024 | 0.98% | 1.00 CHF | 1.01 CHF | 55,000 | 55,000 | 54,774 | 54,774 | 55,523 CHF | 56,071 CHF | 100.00% | 100.00% |
15/11/2024 | 1.02% | 0.95 CHF | 0.96 CHF | 56,000 | 56,000 | 54,953 | 54,953 | 53,786 CHF | 54,336 CHF | 99.44% | 99.44% |