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 | 1.22% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 61,179 CHF | 61,929 CHF | 99.49% | 99.49% |
19/11/2024 | 1.41% | 0.72 CHF | 0.73 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 52,929 CHF | 53,679 CHF | 95.41% | 95.41% |
18/11/2024 | 1.31% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,124 CHF | 57,874 CHF | 99.18% | 99.18% |
15/11/2024 | 1.08% | 0.83 CHF | 0.84 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 68,872 CHF | 69,622 CHF | 90.69% | 90.69% |
14/11/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 75,000 | 75,000 | 62,181 | 62,180 | 50,285 CHF | 50,906 CHF | 7.58% | 7.58% |