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 | 3.49% | 0.28 CHF | 0.29 CHF | 147,685 | 50,000 | 147,435 | 50,000 | 41,516 CHF | 14,578 CHF | 100.00% | 100.00% |
19/11/2024 | 3.36% | 0.29 CHF | 0.30 CHF | 148,148 | 50,000 | 148,038 | 50,000 | 43,399 CHF | 15,158 CHF | 100.00% | 100.00% |
18/11/2024 | 3.84% | 0.26 CHF | 0.27 CHF | 145,978 | 50,000 | 145,553 | 50,000 | 37,179 CHF | 13,270 CHF | 100.00% | 100.00% |