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 | 6.06% | 0.35 CHF | 0.37 CHF | 139,239 | 50,000 | 138,742 | 50,000 | 49,661 CHF | 19,016 CHF | 100.00% | 100.00% |
19/11/2024 | 6.80% | 0.35 CHF | 0.37 CHF | 139,095 | 50,000 | 140,343 | 50,000 | 46,390 CHF | 17,700 CHF | 100.00% | 100.00% |
18/11/2024 | 5.46% | 0.39 CHF | 0.41 CHF | 137,136 | 50,000 | 135,418 | 50,000 | 51,810 CHF | 20,224 CHF | 57.40% | 57.40% |