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 | 14.43% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 781,143 | 400,713 | 50,229 CHF | 29,782 CHF | 99.39% | 99.39% |
19/11/2024 | 10.72% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 575,432 | 339,563 | 50,804 CHF | 33,836 CHF | 99.28% | 99.28% |
18/11/2024 | 13.85% | 0.07 CHF | 0.08 CHF | 675,000 | 350,000 | 748,821 | 385,658 | 50,325 CHF | 29,795 CHF | 99.29% | 99.29% |
15/11/2024 | 15.22% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 823,157 | 418,010 | 49,866 CHF | 29,544 CHF | 99.38% | 99.38% |
14/11/2024 | 13.70% | 0.07 CHF | 0.08 CHF | 250,000 | 250,000 | 243,631 | 243,630 | 16,592 CHF | 19,028 CHF | 99.37% | 99.37% |