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 | 1.52% | 1.06 CHF | 1.07 CHF | 50,000 | 50,000 | 50,102 | 29,588 | 56,302 CHF | 33,244 CHF | 66.49% | 66.49% |
19/11/2024 | 3.04% | 1.27 CHF | 1.30 CHF | 50,000 | 50,000 | 34,114 | 34,114 | 38,658 CHF | 39,794 CHF | 56.96% | 56.96% |
18/11/2024 | 6.69% | 0.57 CHF | 0.60 CHF | 50,000 | 50,000 | 30,327 | 30,327 | 16,216 CHF | 17,282 CHF | 93.03% | 93.03% |