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 | 1.68% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,001 CHF | 60,001 CHF | 99.45% | 99.45% |
19/11/2024 | 1.70% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,467 CHF | 59,467 CHF | 99.24% | 99.24% |
18/11/2024 | 1.92% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 102,585 | 102,585 | 52,980 CHF | 54,006 CHF | 99.36% | 99.36% |
15/11/2024 | 2.12% | 0.49 CHF | 0.50 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 58,456 CHF | 59,706 CHF | 99.38% | 99.38% |
14/11/2024 | 2.18% | 0.47 CHF | 0.48 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 56,873 CHF | 58,123 CHF | 99.22% | 99.22% |
13/11/2024 | 1.96% | 0.50 CHF | 0.51 CHF | 125,000 | 125,000 | 90,818 | 90,818 | 45,869 CHF | 46,777 CHF | 99.06% | 99.06% |