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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/11/2024 | 49.22% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 996,019 | 250,000 | 15,332 CHF | 6,348 CHF | 99.38% | 99.38% |
12/11/2024 | 37.85% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 989,569 | 250,000 | 21,458 CHF | 7,917 CHF | 99.06% | 99.06% |
11/11/2024 | 35.82% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,436 | 248,608 | 23,005 CHF | 8,237 CHF | 99.28% | 99.28% |