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 | 1.44% | 0.70 CHF | 0.71 CHF | 80,000 | 75,000 | 72,020 | 52,698 | 52,284 CHF | 38,703 CHF | 99.58% | 99.58% |
19/11/2024 | 1.52% | 0.70 CHF | 0.71 CHF | 80,000 | 75,000 | 78,685 | 52,702 | 54,305 CHF | 36,857 CHF | 99.51% | 99.51% |
18/11/2024 | 1.40% | 0.72 CHF | 0.73 CHF | 75,000 | 75,000 | 71,207 | 52,689 | 52,239 CHF | 39,178 CHF | 99.59% | 99.59% |