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 | 8.67% | 0.09 CHF | 0.10 CHF | 500,000 | 75,000 | 432,033 | 52,700 | 50,179 CHF | 6,595 CHF | 99.57% | 99.57% |
19/11/2024 | 12.11% | 0.09 CHF | 0.10 CHF | 500,000 | 75,000 | 490,272 | 52,702 | 40,167 CHF | 4,806 CHF | 99.50% | 99.50% |