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 | 3.67% | 0.26 CHF | 0.27 CHF | 147,874 | 50,000 | 147,422 | 50,000 | 39,446 CHF | 13,880 CHF | 100.00% | 100.00% |
19/11/2024 | 3.86% | 0.26 CHF | 0.27 CHF | 147,994 | 50,000 | 148,088 | 50,000 | 37,666 CHF | 13,218 CHF | 100.00% | 100.00% |
18/11/2024 | 3.34% | 0.29 CHF | 0.30 CHF | 145,978 | 50,000 | 145,553 | 50,000 | 42,875 CHF | 15,230 CHF | 100.00% | 100.00% |