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 | 6.51% | 0.13 CHF | 0.14 CHF | 212,812 | 50,000 | 211,923 | 50,000 | 31,726 CHF | 7,987 CHF | 100.00% | 100.00% |
19/11/2024 | 6.43% | 0.18 CHF | 0.19 CHF | 209,700 | 50,000 | 210,381 | 50,000 | 35,511 CHF | 9,000 CHF | 100.00% | 100.00% |
18/11/2024 | 5.73% | 0.18 CHF | 0.19 CHF | 210,430 | 50,000 | 211,379 | 50,000 | 35,929 CHF | 9,000 CHF | 100.00% | 100.00% |