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 | 1.69% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,620 | 100,620 | 58,995 CHF | 60,001 CHF | 99.45% | 99.45% |
19/11/2024 | 2.27% | 0.44 CHF | 0.45 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 54,533 CHF | 55,783 CHF | 97.38% | 97.38% |
18/11/2024 | 1.90% | 0.48 CHF | 0.49 CHF | 125,000 | 125,000 | 104,969 | 104,969 | 54,538 CHF | 55,588 CHF | 99.27% | 99.27% |
15/11/2024 | 1.38% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 78,284 | 78,284 | 56,240 CHF | 57,023 CHF | 99.41% | 99.41% |
14/11/2024 | 1.55% | 0.85 CHF | 0.86 CHF | 75,000 | 75,000 | 93,037 | 93,036 | 59,543 CHF | 60,474 CHF | 99.29% | 99.29% |