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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 9.01% | 0.13 CHF | 0.14 CHF | 143,853 | 50,000 | 146,178 | 50,000 | 15,592 CHF | 5,836 CHF | 97.26% | 97.26% |
22/11/2024 | 10.38% | 0.11 CHF | 0.12 CHF | 146,926 | 50,000 | 147,508 | 50,000 | 13,597 CHF | 5,110 CHF | 100.00% | 100.00% |
20/11/2024 | 11.86% | 0.08 CHF | 0.09 CHF | 147,685 | 50,000 | 147,380 | 50,000 | 11,779 CHF | 4,498 CHF | 100.00% | 100.00% |
19/11/2024 | 13.67% | 0.07 CHF | 0.08 CHF | 148,165 | 50,000 | 147,856 | 50,000 | 10,122 CHF | 3,923 CHF | 100.00% | 100.00% |
18/11/2024 | 8.84% | 0.10 CHF | 0.11 CHF | 145,777 | 50,000 | 145,483 | 50,000 | 15,811 CHF | 5,936 CHF | 100.00% | 100.00% |