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 | 2.41% | 1.34 CHF | 1.35 CHF | 40,000 | 10,000 | 47,463 | 5,922 | 56,120 CHF | 7,317 CHF | 95.34% | 95.34% |
12/11/2024 | 2.38% | 1.35 CHF | 1.36 CHF | 40,000 | 7,500 | 47,702 | 5,284 | 59,416 CHF | 6,820 CHF | 96.05% | 96.05% |