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 | 1.53% | 1.73 CHF | 1.75 CHF | 30,000 | 10,000 | 30,000 | 5,901 | 55,784 CHF | 11,021 CHF | 95.94% | 95.94% |
12/11/2024 | 1.62% | 1.72 CHF | 1.73 CHF | 30,000 | 7,500 | 30,199 | 5,285 | 54,377 CHF | 9,609 CHF | 95.98% | 95.98% |
11/11/2024 | 1.33% | 1.97 CHF | 1.99 CHF | 30,000 | 7,500 | 30,000 | 5,299 | 65,919 CHF | 11,675 CHF | 96.76% | 96.76% |
08/11/2024 | 1.19% | 2.23 CHF | 2.25 CHF | 30,000 | 7,500 | 22,560 | 5,610 | 55,621 CHF | 13,991 CHF | 87.55% | 87.55% |
07/11/2024 | 1.15% | 2.86 CHF | 2.88 CHF | 20,000 | 7,500 | 20,000 | 5,139 | 54,169 CHF | 14,171 CHF | 82.21% | 82.21% |