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 | 3.13% | 0.27 CHF | 0.28 CHF | 98,681 | 25,000 | 97,059 | 25,000 | 30,632 CHF | 8,144 CHF | 100.00% | 100.00% |
19/11/2024 | 3.09% | 0.33 CHF | 0.34 CHF | 96,292 | 25,000 | 94,960 | 25,000 | 35,202 CHF | 9,559 CHF | 87.69% | 87.69% |
18/11/2024 | 3.69% | 0.36 CHF | 0.37 CHF | 95,796 | 25,000 | 96,720 | 25,000 | 32,104 CHF | 8,611 CHF | 100.00% | 100.00% |