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 | 9.06% | 0.24 CHF | 0.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,293 CHF | 5,793 CHF | 99.53% | 99.53% |
19/11/2024 | 10.34% | 0.19 CHF | 0.21 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 4,614 CHF | 5,114 CHF | 99.49% | 99.49% |
18/11/2024 | 11.78% | 0.14 CHF | 0.16 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 4,012 CHF | 4,512 CHF | 98.76% | 98.76% |