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 | 5.11% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 272,324 | 272,322 | 51,918 CHF | 54,641 CHF | 99.49% | 99.49% |
19/11/2024 | 4.25% | 0.22 CHF | 0.23 CHF | 225,000 | 225,000 | 227,269 | 227,269 | 52,330 CHF | 54,602 CHF | 97.94% | 97.94% |
18/11/2024 | 4.56% | 0.22 CHF | 0.23 CHF | 225,000 | 225,000 | 244,291 | 244,293 | 52,429 CHF | 54,872 CHF | 99.36% | 99.36% |
15/11/2024 | 5.41% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 294,122 | 294,121 | 52,904 CHF | 55,845 CHF | 99.35% | 99.35% |
14/11/2024 | 5.24% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 270,276 | 270,279 | 50,125 CHF | 52,828 CHF | 98.63% | 98.63% |