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 | 7.01% | 0.12 CHF | 0.13 CHF | 400,000 | 400,000 | 379,557 | 379,557 | 52,309 CHF | 56,105 CHF | 100.00% | 100.00% |
19/11/2024 | 7.26% | 0.14 CHF | 0.15 CHF | 400,000 | 400,000 | 393,110 | 393,113 | 52,164 CHF | 56,096 CHF | 99.90% | 99.90% |
18/11/2024 | 5.85% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 311,836 | 311,836 | 51,744 CHF | 54,862 CHF | 99.91% | 99.91% |
15/11/2024 | 4.97% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 260,748 | 260,488 | 51,130 CHF | 53,685 CHF | 100.00% | 100.00% |
14/11/2024 | 5.17% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 271,676 | 271,677 | 51,116 CHF | 53,832 CHF | 100.00% | 100.00% |
13/11/2024 | 6.84% | 0.16 CHF | 0.17 CHF | 375,000 | 375,000 | 364,917 | 364,916 | 51,528 CHF | 55,177 CHF | 100.00% | 100.00% |