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 | 1.71% | 1.79 CHF | 1.81 CHF | 30,000 | 10,000 | 36,420 | 5,924 | 59,570 CHF | 10,020 CHF | 95.30% | 95.30% |
12/11/2024 | 1.74% | 1.80 CHF | 1.82 CHF | 30,000 | 7,500 | 31,668 | 5,284 | 53,913 CHF | 9,225 CHF | 96.06% | 96.06% |
11/11/2024 | 2.34% | 1.54 CHF | 1.56 CHF | 40,000 | 7,500 | 42,047 | 5,298 | 54,624 CHF | 7,184 CHF | 96.80% | 96.80% |