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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.79% | 87.76 % | 88.46 % | 60,000 | 60,000 | 60,000 | 60,000 | 53,570 CHF | 53,995 CHF | 100.00% | 100.00% |
19/11/2024 | 0.79% | 88.97 % | 89.68 % | 60,000 | 60,000 | 60,000 | 60,000 | 53,688 CHF | 54,114 CHF | 100.00% | 100.00% |
18/11/2024 | 0.79% | 89.07 % | 89.78 % | 60,000 | 60,000 | 60,000 | 60,000 | 53,503 CHF | 53,929 CHF | 100.00% | 100.00% |