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 | 2.20% | 0.43 CHF | 0.44 CHF | 120,000 | 50,000 | 117,170 | 50,000 | 52,569 CHF | 22,953 CHF | 100.00% | 100.00% |
19/11/2024 | 2.22% | 0.48 CHF | 0.49 CHF | 110,000 | 50,000 | 110,479 | 50,000 | 51,690 CHF | 23,942 CHF | 100.00% | 100.00% |
18/11/2024 | 2.20% | 0.48 CHF | 0.49 CHF | 110,000 | 50,000 | 110,819 | 50,000 | 51,885 CHF | 23,936 CHF | 100.00% | 100.00% |
15/11/2024 | 2.31% | 0.45 CHF | 0.46 CHF | 120,000 | 50,000 | 117,837 | 50,000 | 53,006 CHF | 23,029 CHF | 100.00% | 100.00% |
14/11/2024 | 2.21% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 116,247 | 50,000 | 51,937 CHF | 22,941 CHF | 99.52% | 99.52% |
13/11/2024 | 2.82% | 0.38 CHF | 0.39 CHF | 140,000 | 50,000 | 145,224 | 49,704 | 51,563 CHF | 18,170 CHF | 99.32% | 99.32% |