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 | 1.95% | 0.65 CHF | 0.66 CHF | 80,000 | 25,000 | 87,736 | 25,000 | 53,478 CHF | 15,557 CHF | 100.00% | 100.00% |
19/11/2024 | 2.02% | 0.60 CHF | 0.61 CHF | 90,000 | 25,000 | 92,867 | 25,000 | 51,636 CHF | 14,191 CHF | 87.69% | 87.69% |
18/11/2024 | 1.67% | 0.57 CHF | 0.58 CHF | 90,000 | 25,000 | 90,000 | 25,000 | 53,602 CHF | 15,139 CHF | 100.00% | 100.00% |