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 | 2.59% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 57,092 CHF | 58,592 CHF | 99.49% | 99.49% |
19/11/2024 | 2.61% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 147,836 | 147,836 | 55,900 CHF | 57,378 CHF | 96.95% | 96.95% |
18/11/2024 | 3.03% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 169,030 | 169,031 | 55,008 CHF | 56,698 CHF | 99.38% | 99.38% |
15/11/2024 | 3.40% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 183,052 | 183,052 | 52,833 CHF | 54,663 CHF | 99.40% | 99.40% |
14/11/2024 | 3.53% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 191,414 | 191,412 | 53,240 CHF | 55,154 CHF | 99.23% | 99.23% |