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 | 9.02% | 0.12 CHF | 0.13 CHF | 475,000 | 475,000 | 485,251 | 474,081 | 51,461 CHF | 55,123 CHF | 99.37% | 99.37% |
19/11/2024 | 9.68% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 512,341 | 457,893 | 50,366 CHF | 50,138 CHF | 99.25% | 99.25% |
18/11/2024 | 10.82% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 578,043 | 296,608 | 50,656 CHF | 28,971 CHF | 99.30% | 99.30% |