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 | 1.53% | 0.65 CHF | 0.66 CHF | 80,000 | 75,000 | 80,000 | 52,687 | 54,076 CHF | 36,027 CHF | 99.65% | 99.65% |
19/11/2024 | 1.63% | 0.65 CHF | 0.66 CHF | 80,000 | 75,000 | 80,649 | 52,694 | 51,646 CHF | 34,207 CHF | 99.58% | 99.58% |
18/11/2024 | 1.49% | 0.67 CHF | 0.68 CHF | 80,000 | 75,000 | 80,000 | 52,681 | 54,662 CHF | 36,507 CHF | 99.66% | 99.66% |