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 | 1.60% | 1.00 CHF | 1.01 CHF | 50,000 | 50,000 | 51,059 | 29,567 | 54,623 CHF | 31,682 CHF | 66.70% | 66.70% |
19/11/2024 | 3.20% | 1.21 CHF | 1.24 CHF | 50,000 | 50,000 | 33,941 | 33,941 | 36,720 CHF | 37,854 CHF | 57.98% | 57.98% |