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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 2.55% | 0.57 CHF | 0.58 CHF | 90,000 | 50,000 | 94,261 | 36,999 | 52,188 CHF | 21,265 CHF | 37.48% | 37.48% |
22/11/2024 | 3.81% | 0.53 CHF | 0.54 CHF | 100,000 | 50,000 | 107,891 | 25,331 | 52,333 CHF | 12,953 CHF | 99.65% | 99.65% |
20/11/2024 | 3.84% | 0.45 CHF | 0.46 CHF | 120,000 | 50,000 | 110,212 | 25,335 | 52,373 CHF | 12,370 CHF | 99.67% | 99.67% |
19/11/2024 | 4.06% | 0.47 CHF | 0.48 CHF | 110,000 | 50,000 | 118,009 | 25,337 | 53,214 CHF | 11,867 CHF | 99.64% | 99.64% |