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 | 19.83% | 0.04 CHF | 0.05 CHF | 148,206 | 50,000 | 147,348 | 50,000 | 6,838 CHF | 2,822 CHF | 100.00% | 100.00% |
19/11/2024 | 27.03% | 0.04 CHF | 0.05 CHF | 147,720 | 50,000 | 148,070 | 50,000 | 4,804 CHF | 2,122 CHF | 100.00% | 100.00% |
18/11/2024 | 13.04% | 0.06 CHF | 0.07 CHF | 146,129 | 50,000 | 145,668 | 50,000 | 10,572 CHF | 4,130 CHF | 100.00% | 100.00% |