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 | 2.93% | 0.44 CHF | 0.46 CHF | 98,681 | 25,000 | 97,097 | 25,000 | 39,075 CHF | 10,356 CHF | 100.00% | 100.00% |
19/11/2024 | 2.81% | 0.39 CHF | 0.40 CHF | 96,137 | 25,000 | 95,008 | 25,000 | 33,388 CHF | 9,034 CHF | 100.00% | 100.00% |
18/11/2024 | 2.55% | 0.36 CHF | 0.37 CHF | 95,796 | 25,000 | 96,731 | 25,000 | 37,538 CHF | 9,951 CHF | 100.00% | 100.00% |