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 | 11.96% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 639,443 | 331,427 | 50,307 CHF | 29,368 CHF | 100.00% | 100.00% |
19/11/2024 | 9.83% | 0.09 CHF | 0.10 CHF | 500,000 | 500,000 | 521,086 | 451,169 | 50,445 CHF | 48,909 CHF | 99.91% | 99.91% |
18/11/2024 | 12.44% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 670,070 | 347,535 | 50,503 CHF | 29,671 CHF | 99.88% | 99.88% |
15/11/2024 | 12.82% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 692,470 | 358,663 | 50,541 CHF | 29,767 CHF | 100.00% | 100.00% |
14/11/2024 | 10.77% | 0.08 CHF | 0.09 CHF | 600,000 | 300,000 | 578,222 | 319,413 | 50,760 CHF | 31,659 CHF | 100.00% | 100.00% |