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 | 2.12% | 0.47 CHF | 0.48 CHF | 110,000 | 50,000 | 110,804 | 50,000 | 51,594 CHF | 23,787 CHF | 100.00% | 100.00% |
19/11/2024 | 2.07% | 0.47 CHF | 0.48 CHF | 110,000 | 50,000 | 110,000 | 50,000 | 52,581 CHF | 24,400 CHF | 100.00% | 100.00% |
18/11/2024 | 2.25% | 0.45 CHF | 0.46 CHF | 120,000 | 50,000 | 120,000 | 50,000 | 52,781 CHF | 22,492 CHF | 100.00% | 100.00% |