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 | 1.31% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 71,066 | 52,686 | 56,588 CHF | 42,385 CHF | 99.66% | 99.66% |
19/11/2024 | 1.38% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 71,066 | 52,694 | 54,057 CHF | 40,536 CHF | 99.58% | 99.58% |
18/11/2024 | 1.27% | 0.79 CHF | 0.80 CHF | 75,000 | 75,000 | 71,065 | 52,680 | 57,118 CHF | 42,862 CHF | 99.66% | 99.66% |