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 | 1.84% | 0.50 CHF | 0.51 CHF | 98,608 | 25,000 | 95,902 | 25,000 | 51,795 CHF | 13,764 CHF | 95.25% | 95.25% |
19/11/2024 | 1.88% | 0.56 CHF | 0.57 CHF | 96,336 | 25,000 | 90,090 | 25,000 | 53,855 CHF | 15,229 CHF | 95.49% | 95.49% |
18/11/2024 | 1.77% | 0.58 CHF | 0.59 CHF | 90,000 | 25,000 | 91,935 | 25,000 | 51,548 CHF | 14,274 CHF | 84.42% | 84.42% |