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 | 4.14% | 0.56 CHF | 0.59 CHF | 90,000 | 50,000 | 94,833 | 50,000 | 52,518 CHF | 28,885 CHF | 100.00% | 100.00% |
19/11/2024 | 3.67% | 0.57 CHF | 0.59 CHF | 90,000 | 50,000 | 90,773 | 50,000 | 52,813 CHF | 30,195 CHF | 100.00% | 100.00% |
18/11/2024 | 3.95% | 0.51 CHF | 0.53 CHF | 100,000 | 50,000 | 100,075 | 50,000 | 53,199 CHF | 27,652 CHF | 100.00% | 100.00% |