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 | 4.26% | 0.23 CHF | 0.24 CHF | 147,685 | 50,000 | 147,380 | 50,000 | 33,886 CHF | 11,998 CHF | 100.00% | 100.00% |
19/11/2024 | 4.48% | 0.22 CHF | 0.23 CHF | 148,165 | 50,000 | 147,856 | 50,000 | 32,300 CHF | 11,423 CHF | 100.00% | 100.00% |
18/11/2024 | 3.80% | 0.25 CHF | 0.26 CHF | 145,777 | 50,000 | 145,483 | 50,000 | 37,634 CHF | 13,436 CHF | 100.00% | 100.00% |