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 | 7.34% | 0.13 CHF | 0.14 CHF | 147,685 | 50,000 | 147,435 | 50,000 | 19,400 CHF | 7,078 CHF | 100.00% | 100.00% |
19/11/2024 | 6.76% | 0.14 CHF | 0.15 CHF | 148,148 | 50,000 | 148,038 | 50,000 | 21,194 CHF | 7,658 CHF | 100.00% | 100.00% |
18/11/2024 | 9.11% | 0.11 CHF | 0.12 CHF | 145,978 | 50,000 | 145,553 | 50,000 | 15,346 CHF | 5,770 CHF | 100.00% | 100.00% |