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 | 4.19% | 0.22 CHF | 0.23 CHF | 225,000 | 225,000 | 226,015 | 226,015 | 52,798 CHF | 55,059 CHF | 99.01% | 99.01% |
19/11/2024 | 4.13% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 221,469 | 221,469 | 52,518 CHF | 54,732 CHF | 95.52% | 95.52% |