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 | 9.73% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 513,512 | 461,427 | 50,195 CHF | 50,066 CHF | 99.18% | 99.18% |
19/11/2024 | 9.56% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 506,992 | 426,595 | 50,430 CHF | 47,454 CHF | 98.75% | 98.75% |
18/11/2024 | 7.61% | 0.11 CHF | 0.12 CHF | 425,000 | 425,000 | 405,852 | 405,851 | 51,359 CHF | 55,417 CHF | 99.37% | 99.37% |
15/11/2024 | 6.01% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 320,266 | 320,263 | 51,654 CHF | 54,856 CHF | 99.35% | 99.35% |
14/11/2024 | 5.63% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 305,378 | 305,380 | 52,743 CHF | 55,797 CHF | 99.47% | 99.47% |
13/11/2024 | 6.95% | 0.14 CHF | 0.15 CHF | 350,000 | 350,000 | 327,607 | 327,607 | 45,442 CHF | 48,718 CHF | 99.25% | 99.25% |