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 | 3.11% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 145,264 | 100,000 | 51,593 CHF | 36,674 CHF | 99.38% | 99.38% |
19/11/2024 | 3.27% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 147,180 | 100,000 | 51,885 CHF | 36,467 CHF | 100.00% | 100.00% |
18/11/2024 | 3.18% | 0.40 CHF | 0.41 CHF | 130,000 | 100,000 | 129,304 | 100,000 | 51,711 CHF | 41,298 CHF | 100.00% | 100.00% |