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 | 5.34% | 0.19 CHF | 0.20 CHF | 147,874 | 50,000 | 147,422 | 50,000 | 26,894 CHF | 9,620 CHF | 100.00% | 100.00% |
19/11/2024 | 4.99% | 0.19 CHF | 0.20 CHF | 147,994 | 50,000 | 148,088 | 50,000 | 28,974 CHF | 10,282 CHF | 100.00% | 100.00% |
18/11/2024 | 6.25% | 0.16 CHF | 0.17 CHF | 145,978 | 50,000 | 145,553 | 50,000 | 22,623 CHF | 8,270 CHF | 100.00% | 100.00% |