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 | 3.71% | 0.25 CHF | 0.26 CHF | 200,000 | 75,000 | 187,468 | 52,687 | 51,021 CHF | 14,770 CHF | 99.65% | 99.65% |
19/11/2024 | 4.25% | 0.24 CHF | 0.25 CHF | 210,000 | 75,000 | 213,770 | 52,694 | 50,599 CHF | 12,974 CHF | 99.58% | 99.58% |
18/11/2024 | 3.79% | 0.27 CHF | 0.28 CHF | 190,000 | 75,000 | 184,252 | 52,681 | 51,254 CHF | 15,206 CHF | 99.66% | 99.66% |