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 | 2.75% | 2.01 CHF | 2.07 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 32,378 CHF | 33,278 CHF | 99.46% | 99.46% |
19/11/2024 | 3.12% | 2.27 CHF | 2.33 CHF | 15,000 | 15,000 | 14,995 | 14,995 | 28,661 CHF | 29,561 CHF | 100.00% | 100.00% |