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 | 2.32% | 0.48 CHF | 0.49 CHF | 110,000 | 75,000 | 117,681 | 53,423 | 51,787 CHF | 24,169 CHF | 96.80% | 97.06% |
12/11/2024 | 2.31% | 0.45 CHF | 0.46 CHF | 120,000 | 75,000 | 120,084 | 72,821 | 51,426 CHF | 31,925 CHF | 21.90% | 99.44% |
11/11/2024 | - | 0.22 CHF | - CHF | 230,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.61% |