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 | 1.97% | 0.47 CHF | 0.48 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 50,259 CHF | 51,259 CHF | 99.39% | 99.39% |
19/11/2024 | 2.10% | 0.49 CHF | 0.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 23,618 CHF | 24,118 CHF | 99.31% | 99.31% |
18/11/2024 | 1.81% | 0.55 CHF | 0.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 27,387 CHF | 27,887 CHF | 99.30% | 99.30% |
15/11/2024 | 1.80% | 0.55 CHF | 0.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 27,605 CHF | 28,105 CHF | 99.39% | 99.39% |
14/11/2024 | 2.07% | 0.49 CHF | 0.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 23,921 CHF | 24,421 CHF | 99.37% | 99.37% |