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 | 6.92% | 0.13 CHF | 0.14 CHF | 375,000 | 375,000 | 375,693 | 375,693 | 52,470 CHF | 56,227 CHF | 99.49% | 99.49% |
19/11/2024 | 6.70% | 0.13 CHF | 0.14 CHF | 375,000 | 375,000 | 361,509 | 361,510 | 52,186 CHF | 55,801 CHF | 98.69% | 98.69% |
18/11/2024 | 8.59% | 0.13 CHF | 0.14 CHF | 425,000 | 425,000 | 457,996 | 457,995 | 51,066 CHF | 55,646 CHF | 99.24% | 99.24% |
15/11/2024 | 10.54% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 571,544 | 328,606 | 51,363 CHF | 33,156 CHF | 99.34% | 99.34% |
14/11/2024 | 11.02% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 592,082 | 314,082 | 50,809 CHF | 30,171 CHF | 99.21% | 99.21% |
13/11/2024 | 8.50% | 0.11 CHF | 0.12 CHF | 500,000 | 500,000 | 392,937 | 392,936 | 44,396 CHF | 48,325 CHF | 98.86% | 98.86% |