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 | 1.58% | 1.04 CHF | 1.05 CHF | 50,000 | 50,000 | 50,342 | 29,572 | 55,698 CHF | 32,740 CHF | 66.66% | 66.66% |
19/11/2024 | 3.09% | 1.25 CHF | 1.28 CHF | 50,000 | 50,000 | 33,952 | 33,952 | 37,931 CHF | 39,066 CHF | 57.87% | 57.87% |