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 | 0.77% | 4.88 CHF | 4.92 CHF | 14,800 | 14,800 | 14,798 | 14,798 | 76,251 CHF | 76,843 CHF | 100.00% | 100.00% |
19/11/2024 | 0.81% | 4.91 CHF | 4.95 CHF | 12,800 | 12,800 | 12,803 | 12,803 | 63,288 CHF | 63,800 CHF | 100.00% | 100.00% |
18/11/2024 | 0.71% | 5.76 CHF | 5.80 CHF | 13,300 | 13,300 | 13,444 | 13,444 | 75,276 CHF | 75,814 CHF | 100.00% | 100.00% |
15/11/2024 | 0.69% | 5.50 CHF | 5.54 CHF | 13,100 | 13,100 | 12,853 | 12,853 | 74,402 CHF | 74,916 CHF | 100.00% | 100.00% |
14/11/2024 | 0.75% | 5.76 CHF | 5.80 CHF | 14,900 | 14,900 | 15,160 | 15,160 | 80,859 CHF | 81,466 CHF | 100.00% | 100.00% |