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 | 4.75% | 0.21 CHF | 0.22 CHF | 147,741 | 50,000 | 147,367 | 50,000 | 30,324 CHF | 10,787 CHF | 100.00% | 100.00% |
19/11/2024 | 4.49% | 0.21 CHF | 0.22 CHF | 147,634 | 50,000 | 148,093 | 50,000 | 32,286 CHF | 11,400 CHF | 100.00% | 100.00% |
18/11/2024 | 5.42% | 0.19 CHF | 0.20 CHF | 146,178 | 50,000 | 145,449 | 50,000 | 26,164 CHF | 9,492 CHF | 100.00% | 100.00% |