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 | 7.49% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 401,680 | 401,680 | 51,689 CHF | 55,706 CHF | 100.00% | 100.00% |
19/11/2024 | 6.98% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 379,254 | 379,254 | 52,426 CHF | 56,219 CHF | 99.89% | 99.89% |
18/11/2024 | 8.13% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 435,745 | 435,745 | 51,436 CHF | 55,793 CHF | 99.91% | 99.91% |
15/11/2024 | 8.65% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 472,330 | 472,330 | 52,287 CHF | 57,011 CHF | 100.00% | 100.00% |
14/11/2024 | 9.49% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 504,959 | 470,609 | 50,720 CHF | 52,203 CHF | 100.00% | 100.00% |
13/11/2024 | 8.89% | 0.11 CHF | 0.12 CHF | 425,000 | 425,000 | 467,664 | 467,663 | 50,366 CHF | 55,042 CHF | 100.00% | 100.00% |