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 | 1.69% | 0.58 CHF | 0.59 CHF | 90,000 | 75,000 | 89,991 | 52,697 | 54,253 CHF | 32,174 CHF | 99.60% | 99.60% |
19/11/2024 | 1.80% | 0.57 CHF | 0.58 CHF | 90,000 | 75,000 | 91,669 | 52,698 | 51,971 CHF | 30,340 CHF | 99.54% | 99.54% |
18/11/2024 | 1.72% | 0.60 CHF | 0.61 CHF | 90,000 | 75,000 | 89,771 | 52,685 | 54,761 CHF | 32,666 CHF | 99.63% | 99.63% |