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 | 4.75% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 254,933 | 254,932 | 52,501 CHF | 55,051 CHF | 99.37% | 99.37% |
19/11/2024 | 5.17% | 0.19 CHF | 0.20 CHF | 250,000 | 250,000 | 275,402 | 275,402 | 51,839 CHF | 54,593 CHF | 99.24% | 99.24% |
18/11/2024 | 5.61% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 302,608 | 302,608 | 52,479 CHF | 55,505 CHF | 99.27% | 99.27% |
15/11/2024 | 6.45% | 0.14 CHF | 0.15 CHF | 350,000 | 350,000 | 347,891 | 347,892 | 52,197 CHF | 55,676 CHF | 99.39% | 99.39% |
14/11/2024 | 4.94% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 262,610 | 262,610 | 51,765 CHF | 54,391 CHF | 99.35% | 99.35% |