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 | 3.10% | 0.32 CHF | 0.33 CHF | 160,000 | 75,000 | 162,346 | 52,677 | 52,052 CHF | 17,431 CHF | 99.68% | 99.68% |
22/11/2024 | 4.44% | 0.28 CHF | 0.29 CHF | 180,000 | 75,000 | 207,218 | 52,667 | 50,515 CHF | 13,636 CHF | 99.69% | 99.69% |
20/11/2024 | 4.45% | 0.25 CHF | 0.26 CHF | 200,000 | 75,000 | 222,321 | 52,686 | 50,542 CHF | 12,655 CHF | 99.66% | 99.66% |
19/11/2024 | 3.91% | 0.25 CHF | 0.26 CHF | 200,000 | 75,000 | 194,574 | 52,694 | 50,967 CHF | 14,475 CHF | 99.58% | 99.58% |