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 | 7.92% | 0.27 CHF | 0.29 CHF | 139,522 | 50,000 | 138,727 | 50,000 | 38,742 CHF | 15,115 CHF | 100.00% | 100.00% |
19/11/2024 | 8.78% | 0.27 CHF | 0.29 CHF | 139,304 | 50,000 | 140,363 | 50,000 | 35,483 CHF | 13,805 CHF | 100.00% | 100.00% |
18/11/2024 | 7.09% | 0.33 CHF | 0.35 CHF | 135,574 | 50,000 | 137,334 | 50,000 | 41,827 CHF | 16,348 CHF | 100.00% | 100.00% |