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 | 9.37% | 0.09 CHF | 0.10 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 12,259 CHF | 13,459 CHF | 99.47% | 99.47% |
19/11/2024 | 7.31% | 0.13 CHF | 0.14 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 16,152 CHF | 17,352 CHF | 100.00% | 100.00% |
18/11/2024 | 8.30% | 0.10 CHF | 0.11 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 13,954 CHF | 15,154 CHF | 99.89% | 99.89% |
15/11/2024 | 7.63% | 0.13 CHF | 0.14 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 15,152 CHF | 16,352 CHF | 100.00% | 100.00% |