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 | 1.76% | 0.58 CHF | 0.59 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 42,267 CHF | 43,017 CHF | 100.00% | 100.00% |
19/11/2024 | 1.86% | 0.54 CHF | 0.55 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 40,030 CHF | 40,780 CHF | 99.90% | 99.90% |
18/11/2024 | 2.29% | 0.46 CHF | 0.47 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 32,446 CHF | 33,196 CHF | 99.90% | 99.90% |