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 |
---|---|---|---|---|---|---|---|---|---|---|---|
19/12/2024 | 2.43% | 0.70 CHF | 0.71 CHF | 25,000 | 25,000 | 11,505 | 11,505 | 10,664 CHF | 10,796 CHF | 96.64% | 96.64% |
18/12/2024 | 0.78% | 1.42 CHF | 1.43 CHF | 25,000 | 25,000 | 15,270 | 15,270 | 19,850 CHF | 20,003 CHF | 97.70% | 97.70% |
17/12/2024 | 2.21% | 1.45 CHF | 1.46 CHF | 25,000 | 25,000 | 9,397 | 9,397 | 13,090 CHF | 13,210 CHF | 94.07% | 94.07% |