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 | 1.25% | 0.83 CHF | 0.84 CHF | 70,000 | 50,000 | 61,877 | 50,000 | 52,502 CHF | 42,987 CHF | 100.00% | 100.00% |
19/11/2024 | 1.20% | 0.88 CHF | 0.89 CHF | 60,000 | 50,000 | 60,010 | 50,000 | 52,108 CHF | 43,942 CHF | 100.00% | 100.00% |
18/11/2024 | 1.14% | 0.88 CHF | 0.89 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 52,124 CHF | 43,936 CHF | 100.00% | 100.00% |
15/11/2024 | 1.23% | 0.85 CHF | 0.86 CHF | 60,000 | 50,000 | 60,113 | 50,000 | 51,098 CHF | 43,029 CHF | 100.00% | 100.00% |
14/11/2024 | 1.17% | 0.90 CHF | 0.91 CHF | 60,000 | 50,000 | 63,570 | 50,000 | 53,851 CHF | 42,941 CHF | 99.52% | 99.52% |
13/11/2024 | 1.34% | 0.78 CHF | 0.79 CHF | 70,000 | 50,000 | 70,000 | 49,704 | 52,884 CHF | 38,051 CHF | 99.32% | 99.32% |