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 | 7.84% | 0.11 CHF | 0.12 CHF | 135,732 | 75,000 | 135,072 | 75,000 | 16,693 CHF | 10,021 CHF | 94.79% | 94.79% |
19/11/2024 | 9.93% | 0.11 CHF | 0.12 CHF | 135,333 | 75,000 | 135,733 | 75,000 | 13,137 CHF | 8,012 CHF | 100.00% | 100.00% |
18/11/2024 | 10.05% | 0.14 CHF | 0.15 CHF | 134,707 | 75,000 | 73,811 | 51,451 | 10,030 CHF | 7,771 CHF | 100.00% | 100.00% |