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 | 4.96% | 0.18 CHF | 0.19 CHF | 135,647 | 75,000 | 135,088 | 75,000 | 26,639 CHF | 15,542 CHF | 94.79% | 94.79% |
19/11/2024 | 5.67% | 0.18 CHF | 0.19 CHF | 135,333 | 75,000 | 135,759 | 75,000 | 23,366 CHF | 13,661 CHF | 100.00% | 100.00% |
18/11/2024 | 6.39% | 0.21 CHF | 0.22 CHF | 134,707 | 75,000 | 73,801 | 51,451 | 15,370 CHF | 11,484 CHF | 100.00% | 100.00% |