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 | 10.25% | 0.09 CHF | 0.10 CHF | 500,000 | 500,000 | 551,287 | 363,231 | 51,036 CHF | 37,672 CHF | 99.39% | 99.39% |
19/11/2024 | 10.06% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 538,064 | 388,475 | 50,794 CHF | 41,120 CHF | 99.27% | 99.27% |
18/11/2024 | 8.63% | 0.10 CHF | 0.11 CHF | 475,000 | 475,000 | 467,815 | 467,815 | 51,894 CHF | 56,573 CHF | 99.31% | 99.31% |
15/11/2024 | 8.03% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 430,058 | 430,056 | 51,406 CHF | 55,706 CHF | 99.38% | 99.38% |
14/11/2024 | 8.73% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 457,627 | 457,628 | 50,316 CHF | 54,893 CHF | 99.35% | 99.35% |