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 | 8.14% | 0.12 CHF | 0.13 CHF | 94,000 | 94,000 | 91,493 | 91,493 | 10,782 CHF | 11,697 CHF | 100.00% | 100.00% |
19/11/2024 | 7.82% | 0.14 CHF | 0.14 CHF | 94,000 | 94,000 | 91,391 | 91,391 | 11,327 CHF | 12,240 CHF | 100.00% | 100.00% |
18/11/2024 | 7.82% | 0.12 CHF | 0.13 CHF | 94,000 | 94,000 | 91,505 | 91,505 | 11,281 CHF | 12,196 CHF | 100.00% | 100.00% |
15/11/2024 | 7.35% | 0.13 CHF | 0.14 CHF | 94,000 | 94,000 | 91,397 | 91,397 | 12,050 CHF | 12,964 CHF | 100.00% | 100.00% |