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 | 0.56% | 1.84 CHF | 1.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 89,253 CHF | 89,753 CHF | 99.37% | 99.37% |
19/11/2024 | 0.51% | 1.86 CHF | 1.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 97,741 CHF | 98,241 CHF | 99.25% | 99.25% |
18/11/2024 | 0.60% | 1.80 CHF | 1.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,055 CHF | 83,555 CHF | 99.29% | 99.29% |
15/11/2024 | 0.60% | 1.58 CHF | 1.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,545 CHF | 84,045 CHF | 99.39% | 99.39% |
14/11/2024 | 0.57% | 1.73 CHF | 1.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 88,318 CHF | 88,818 CHF | 99.36% | 99.36% |