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 | 8.40% | 0.28 CHF | 0.30 CHF | 139,522 | 50,000 | 138,749 | 50,000 | 36,963 CHF | 14,484 CHF | 100.00% | 100.00% |
19/11/2024 | 7.27% | 0.28 CHF | 0.30 CHF | 139,378 | 50,000 | 140,360 | 50,000 | 41,284 CHF | 15,800 CHF | 100.00% | 100.00% |
18/11/2024 | 8.79% | 0.22 CHF | 0.24 CHF | 135,574 | 50,000 | 137,334 | 50,000 | 33,385 CHF | 13,269 CHF | 100.00% | 100.00% |