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 | 4.31% | 0.24 CHF | 0.25 CHF | 210,000 | 100,000 | 199,352 | 100,000 | 50,867 CHF | 26,674 CHF | 99.38% | 99.38% |
19/11/2024 | 4.54% | 0.27 CHF | 0.28 CHF | 190,000 | 100,000 | 199,946 | 100,000 | 50,470 CHF | 26,467 CHF | 100.00% | 100.00% |
18/11/2024 | 4.22% | 0.30 CHF | 0.31 CHF | 170,000 | 100,000 | 172,438 | 100,000 | 51,683 CHF | 31,298 CHF | 100.00% | 100.00% |