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 | 2.21% | 0.41 CHF | 0.42 CHF | 98,608 | 25,000 | 97,090 | 25,000 | 43,455 CHF | 11,443 CHF | 100.00% | 100.00% |
19/11/2024 | 2.23% | 0.46 CHF | 0.47 CHF | 96,292 | 25,000 | 94,982 | 25,000 | 47,710 CHF | 12,843 CHF | 87.69% | 87.69% |
18/11/2024 | 2.99% | 0.49 CHF | 0.50 CHF | 95,695 | 25,000 | 96,697 | 25,000 | 44,905 CHF | 11,963 CHF | 100.00% | 100.00% |