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 | 13.42% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 721,517 | 373,804 | 50,161 CHF | 29,735 CHF | 99.37% | 99.37% |
19/11/2024 | 13.20% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 709,965 | 368,213 | 50,230 CHF | 29,735 CHF | 99.27% | 99.27% |
18/11/2024 | 15.73% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 864,768 | 439,599 | 50,638 CHF | 30,133 CHF | 99.29% | 99.29% |
15/11/2024 | 14.13% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 763,791 | 394,827 | 50,270 CHF | 29,936 CHF | 99.38% | 99.38% |
14/11/2024 | 13.70% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 739,510 | 383,147 | 50,306 CHF | 29,894 CHF | 99.35% | 99.35% |
13/11/2024 | 12.61% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 662,507 | 344,038 | 49,138 CHF | 28,952 CHF | 99.36% | 99.36% |