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 | 1.00% | 74.53 % | 75.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 192,166 CHF | 194,096 CHF | 99.77% | 99.77% |
19/11/2024 | 1.00% | 76.04 % | 76.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 186,401 CHF | 188,276 CHF | 99.44% | 99.44% |
18/11/2024 | 1.00% | 76.11 % | 76.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 190,583 CHF | 192,500 CHF | 99.98% | 99.98% |