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 | 3.00% | 0.61 CHF | 0.63 CHF | 89,444 | 75,000 | 86,958 | 75,000 | 52,943 CHF | 47,109 CHF | 100.00% | 100.00% |
19/11/2024 | 3.17% | 0.59 CHF | 0.60 CHF | 88,402 | 75,000 | 87,340 | 75,000 | 47,183 CHF | 41,796 CHF | 100.00% | 100.00% |
18/11/2024 | 3.56% | 0.48 CHF | 0.50 CHF | 86,180 | 50,000 | 85,682 | 50,000 | 39,001 CHF | 23,583 CHF | 100.00% | 100.00% |