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 | 2.80% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 117,761 | 100,000 | 52,429 CHF | 45,815 CHF | 99.38% | 99.38% |
19/11/2024 | 2.61% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 118,500 | 100,000 | 52,452 CHF | 45,468 CHF | 100.00% | 100.00% |
18/11/2024 | 2.60% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 107,948 | 100,000 | 52,869 CHF | 50,298 CHF | 100.00% | 100.00% |