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 | 18.08% | 0.07 CHF | 0.08 CHF | 500,000 | 50,000 | 499,808 | 25,336 | 46,485 CHF | 2,688 CHF | 99.66% | 99.66% |
19/11/2024 | 23.57% | 0.09 CHF | 0.10 CHF | 500,000 | 50,000 | 500,000 | 25,337 | 35,002 CHF | 2,213 CHF | 99.64% | 99.64% |
18/11/2024 | 22.50% | 0.08 CHF | 0.09 CHF | 500,000 | 50,000 | 499,839 | 25,334 | 37,595 CHF | 2,392 CHF | 99.65% | 99.65% |