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 | 13.25% | 0.07 CHF | 0.08 CHF | 625,000 | 325,000 | 716,692 | 369,730 | 50,464 CHF | 29,749 CHF | 100.00% | 100.00% |
19/11/2024 | 15.80% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 867,162 | 433,154 | 50,582 CHF | 29,690 CHF | 99.91% | 99.91% |
18/11/2024 | 17.74% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 972,387 | 489,840 | 49,993 CHF | 30,093 CHF | 99.85% | 99.85% |