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 | 4.21% | 0.25 CHF | 0.26 CHF | 130,648 | 75,000 | 131,444 | 75,000 | 30,572 CHF | 18,196 CHF | 100.00% | 100.00% |
22/11/2024 | 5.04% | 0.21 CHF | 0.22 CHF | 133,258 | 75,000 | 133,244 | 75,000 | 25,800 CHF | 15,273 CHF | 100.00% | 100.00% |
20/11/2024 | 4.48% | 0.18 CHF | 0.19 CHF | 132,927 | 75,000 | 131,434 | 75,000 | 28,789 CHF | 17,183 CHF | 100.00% | 100.00% |
19/11/2024 | 5.42% | 0.20 CHF | 0.21 CHF | 131,853 | 75,000 | 132,618 | 75,000 | 23,869 CHF | 14,251 CHF | 100.00% | 100.00% |
18/11/2024 | 5.24% | 0.19 CHF | 0.20 CHF | 132,773 | 75,000 | 132,961 | 75,000 | 24,777 CHF | 14,729 CHF | 100.00% | 100.00% |