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 | 3.38% | 0.28 CHF | 0.29 CHF | 180,000 | 75,000 | 171,579 | 52,700 | 51,720 CHF | 16,314 CHF | 99.57% | 99.57% |
19/11/2024 | 3.80% | 0.27 CHF | 0.28 CHF | 190,000 | 75,000 | 193,065 | 52,702 | 51,300 CHF | 14,498 CHF | 99.50% | 99.50% |
18/11/2024 | 3.44% | 0.30 CHF | 0.31 CHF | 170,000 | 75,000 | 168,947 | 52,690 | 51,994 CHF | 16,765 CHF | 99.58% | 99.58% |