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 | 2.20% | 0.58 CHF | 0.59 CHF | 90,000 | 25,000 | 95,322 | 25,000 | 51,270 CHF | 13,756 CHF | 100.00% | 100.00% |
19/11/2024 | 2.04% | 0.53 CHF | 0.54 CHF | 96,292 | 25,000 | 94,981 | 25,000 | 46,195 CHF | 12,407 CHF | 87.69% | 87.69% |
18/11/2024 | 1.90% | 0.50 CHF | 0.51 CHF | 95,695 | 25,000 | 96,720 | 25,000 | 50,440 CHF | 13,287 CHF | 100.00% | 100.00% |