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 | 10.67% | 0.14 CHF | 0.15 CHF | 350,000 | 50,000 | 308,489 | 25,337 | 50,864 CHF | 4,520 CHF | 99.65% | 99.65% |
19/11/2024 | 12.32% | 0.16 CHF | 0.17 CHF | 320,000 | 50,000 | 357,665 | 25,338 | 50,729 CHF | 4,038 CHF | 99.63% | 99.63% |