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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/11/2024 | 2.19% | 0.44 CHF | 0.45 CHF | 120,000 | 75,000 | 107,357 | 53,290 | 51,737 CHF | 26,192 CHF | 97.50% | 97.50% |
12/11/2024 | 2.06% | 0.48 CHF | 0.49 CHF | 110,000 | 75,000 | 100,649 | 52,727 | 52,879 CHF | 28,098 CHF | 99.48% | 99.48% |
11/11/2024 | 1.48% | 0.70 CHF | 0.71 CHF | 80,000 | 75,000 | 79,726 | 52,682 | 55,652 CHF | 37,396 CHF | 99.64% | 99.64% |
08/11/2024 | 1.48% | 0.77 CHF | 0.78 CHF | 70,000 | 25,000 | 69,999 | 24,866 | 52,482 CHF | 18,914 CHF | 58.86% | 58.86% |
07/11/2024 | 1.35% | 0.86 CHF | 0.87 CHF | 75,000 | 75,000 | 70,819 | 51,159 | 55,599 CHF | 41,082 CHF | 88.23% | 88.23% |