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 | 13.79% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 745,776 | 384,680 | 50,354 CHF | 29,838 CHF | 99.38% | 99.38% |
19/11/2024 | 11.63% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 621,924 | 329,347 | 50,370 CHF | 30,089 CHF | 99.26% | 99.26% |
18/11/2024 | 10.45% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 564,031 | 341,383 | 51,150 CHF | 34,715 CHF | 99.30% | 99.30% |
15/11/2024 | 8.34% | 0.12 CHF | 0.13 CHF | 475,000 | 475,000 | 450,050 | 450,051 | 51,734 CHF | 56,234 CHF | 99.39% | 99.39% |
14/11/2024 | 11.19% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 583,843 | 385,398 | 49,459 CHF | 37,748 CHF | 99.37% | 99.37% |