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 |
---|---|---|---|---|---|---|---|---|---|---|---|
18/11/2024 | 1.62% | 0.68 CHF | 0.69 CHF | 80,000 | 30,000 | 87,165 | 18,250 | 53,288 CHF | 11,484 CHF | 100.00% | 100.00% |
15/11/2024 | 1.25% | 0.74 CHF | 0.75 CHF | 70,000 | 30,000 | 66,764 | 18,164 | 53,947 CHF | 14,723 CHF | 99.99% | 99.99% |
14/11/2024 | 0.82% | 1.16 CHF | 1.17 CHF | 50,000 | 30,000 | 46,580 | 18,264 | 56,764 CHF | 22,290 CHF | 99.32% | 99.32% |
13/11/2024 | 0.91% | 1.24 CHF | 1.25 CHF | 50,000 | 30,000 | 49,886 | 18,339 | 55,025 CHF | 20,695 CHF | 96.85% | 96.85% |
12/11/2024 | 0.69% | 1.32 CHF | 1.33 CHF | 40,000 | 30,000 | 40,000 | 18,250 | 57,582 CHF | 26,375 CHF | 100.00% | 100.00% |
11/11/2024 | 0.72% | 1.51 CHF | 1.52 CHF | 40,000 | 30,000 | 40,000 | 18,207 | 55,875 CHF | 26,137 CHF | 99.63% | 99.63% |