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 | 3.30% | 1.00 CHF | 1.02 CHF | 50,000 | 10,000 | 64,718 | 5,927 | 54,835 CHF | 5,338 CHF | 95.19% | 95.19% |
12/11/2024 | 3.23% | 1.01 CHF | 1.03 CHF | 50,000 | 7,500 | 58,396 | 5,285 | 53,260 CHF | 5,052 CHF | 95.92% | 95.92% |