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 | 5.51% | 0.16 CHF | 0.17 CHF | 320,000 | 75,000 | 274,178 | 52,695 | 50,778 CHF | 10,220 CHF | 99.61% | 99.61% |
19/11/2024 | 6.70% | 0.16 CHF | 0.17 CHF | 320,000 | 75,000 | 338,442 | 52,697 | 50,772 CHF | 8,435 CHF | 99.55% | 99.55% |
18/11/2024 | 5.19% | 0.18 CHF | 0.19 CHF | 280,000 | 75,000 | 263,145 | 52,684 | 50,500 CHF | 10,652 CHF | 99.63% | 99.63% |