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 | 5.03% | 0.19 CHF | 0.20 CHF | 147,741 | 50,000 | 147,365 | 50,000 | 28,623 CHF | 10,213 CHF | 100.00% | 100.00% |
19/11/2024 | 5.35% | 0.19 CHF | 0.20 CHF | 147,634 | 50,000 | 148,093 | 50,000 | 26,951 CHF | 9,600 CHF | 100.00% | 100.00% |
18/11/2024 | 4.41% | 0.21 CHF | 0.22 CHF | 146,061 | 50,000 | 145,583 | 50,000 | 32,311 CHF | 11,599 CHF | 100.00% | 100.00% |