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 | 10.86% | 0.08 CHF | 0.09 CHF | 147,874 | 50,000 | 147,422 | 50,000 | 12,910 CHF | 4,880 CHF | 100.00% | 100.00% |
19/11/2024 | 12.66% | 0.08 CHF | 0.09 CHF | 147,994 | 50,000 | 148,088 | 50,000 | 11,010 CHF | 4,218 CHF | 100.00% | 100.00% |
18/11/2024 | 8.35% | 0.11 CHF | 0.12 CHF | 146,345 | 50,000 | 145,605 | 50,000 | 16,777 CHF | 6,263 CHF | 100.00% | 100.00% |