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 | 3.66% | 0.23 CHF | 0.24 CHF | 98,608 | 25,000 | 97,102 | 25,000 | 26,179 CHF | 6,994 CHF | 100.00% | 100.00% |
19/11/2024 | 4.27% | 0.28 CHF | 0.29 CHF | 96,384 | 25,000 | 94,932 | 25,000 | 30,723 CHF | 8,447 CHF | 87.69% | 87.69% |
18/11/2024 | 3.61% | 0.31 CHF | 0.32 CHF | 95,695 | 25,000 | 96,713 | 25,000 | 27,901 CHF | 7,478 CHF | 100.00% | 100.00% |