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 | 2.26% | 0.81 CHF | 0.83 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,724 CHF | 62,109 CHF | 100.00% | 100.00% |
19/11/2024 | 2.32% | 0.79 CHF | 0.80 CHF | 75,000 | 75,000 | 76,125 | 75,000 | 56,281 CHF | 56,796 CHF | 100.00% | 100.00% |
18/11/2024 | 2.49% | 0.68 CHF | 0.70 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 52,411 CHF | 33,583 CHF | 100.00% | 100.00% |