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 | 4.39% | 0.31 CHF | 0.32 CHF | 98,608 | 25,000 | 97,087 | 25,000 | 25,882 CHF | 6,957 CHF | 100.00% | 100.00% |
19/11/2024 | 4.55% | 0.26 CHF | 0.27 CHF | 96,384 | 25,000 | 95,046 | 25,000 | 20,547 CHF | 5,653 CHF | 90.71% | 100.00% |
18/11/2024 | 3.92% | 0.23 CHF | 0.24 CHF | 95,695 | 25,000 | 96,739 | 25,000 | 24,272 CHF | 6,522 CHF | 100.00% | 100.00% |