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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/11/2024 | 1.90% | 0.59 CHF | 0.60 CHF | 90,000 | 75,000 | 96,313 | 53,402 | 53,190 CHF | 30,175 CHF | 97.13% | 97.13% |
12/11/2024 | 2.12% | 0.56 CHF | 0.57 CHF | 90,000 | 75,000 | 102,007 | 52,717 | 52,235 CHF | 27,765 CHF | 99.53% | 99.53% |
11/11/2024 | - | 0.33 CHF | - CHF | 160,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.68% |