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 | 0.50% | 74.55 CHF | 74.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,873,440 CHF | 1,882,770 CHF | 99.38% | 99.38% |
19/11/2024 | 0.52% | 74.85 CHF | 75.25 CHF | 25,000 | 25,000 | 25,000 | 24,999 | 1,877,580 CHF | 1,887,210 CHF | 99.37% | 99.37% |
18/11/2024 | 0.52% | 77.05 CHF | 77.45 CHF | 25,000 | 25,000 | 25,000 | 24,999 | 1,922,070 CHF | 1,932,010 CHF | 98.94% | 98.94% |