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 | 2.63% | 0.36 CHF | 0.37 CHF | 140,000 | 75,000 | 134,753 | 52,685 | 51,702 CHF | 20,642 CHF | 99.66% | 99.66% |
19/11/2024 | 2.94% | 0.36 CHF | 0.37 CHF | 140,000 | 75,000 | 147,867 | 52,694 | 51,604 CHF | 18,876 CHF | 99.58% | 99.58% |
18/11/2024 | 2.57% | 0.38 CHF | 0.39 CHF | 140,000 | 75,000 | 132,750 | 52,680 | 51,858 CHF | 21,100 CHF | 99.66% | 99.66% |