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 | 2.33% | 0.46 CHF | 0.47 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 84,951 CHF | 86,951 CHF | 100.00% | 100.00% |
19/11/2024 | 2.12% | 0.46 CHF | 0.47 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 94,081 CHF | 96,081 CHF | 99.56% | 99.56% |
18/11/2024 | 2.67% | 0.36 CHF | 0.37 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 74,028 CHF | 76,028 CHF | 99.94% | 99.94% |
15/11/2024 | 2.50% | 0.40 CHF | 0.41 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 79,101 CHF | 81,101 CHF | 100.00% | 100.00% |
14/11/2024 | 2.13% | 0.42 CHF | 0.43 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 93,253 CHF | 95,253 CHF | 100.00% | 100.00% |
13/11/2024 | 1.96% | 0.53 CHF | 0.54 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 101,042 CHF | 103,042 CHF | 100.00% | 100.00% |
12/11/2024 | 2.19% | 0.51 CHF | 0.52 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 90,731 CHF | 92,731 CHF | 99.98% | 99.98% |