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 | 1.88% | 0.52 CHF | 0.53 CHF | 100,000 | 75,000 | 92,991 | 53,402 | 52,325 CHF | 30,547 CHF | 97.13% | 97.13% |
12/11/2024 | 1.79% | 0.56 CHF | 0.57 CHF | 90,000 | 75,000 | 88,037 | 52,717 | 53,303 CHF | 32,323 CHF | 99.53% | 99.53% |
11/11/2024 | 1.32% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 71,065 | 52,675 | 55,315 CHF | 41,611 CHF | 99.68% | 99.68% |
08/11/2024 | 1.32% | 0.85 CHF | 0.86 CHF | 60,000 | 25,000 | 68,702 | 24,866 | 56,917 CHF | 20,882 CHF | 58.92% | 58.92% |
07/11/2024 | 1.25% | 0.94 CHF | 0.95 CHF | 75,000 | 75,000 | 63,516 | 51,155 | 54,986 CHF | 45,158 CHF | 88.28% | 88.28% |