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 | 7.94% | 0.12 CHF | 0.13 CHF | 147,741 | 50,000 | 147,359 | 50,000 | 17,893 CHF | 6,573 CHF | 100.00% | 100.00% |
19/11/2024 | 8.77% | 0.11 CHF | 0.12 CHF | 148,355 | 50,000 | 147,973 | 50,000 | 16,172 CHF | 5,965 CHF | 100.00% | 100.00% |
18/11/2024 | 6.47% | 0.14 CHF | 0.15 CHF | 146,178 | 50,000 | 145,449 | 50,000 | 21,834 CHF | 8,008 CHF | 100.00% | 100.00% |