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 | 15.09% | 0.10 CHF | 0.12 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 3,101 CHF | 3,601 CHF | 99.53% | 99.53% |
19/11/2024 | 12.47% | 0.15 CHF | 0.17 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 3,790 CHF | 4,290 CHF | 99.49% | 99.49% |
18/11/2024 | 10.72% | 0.19 CHF | 0.21 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 4,430 CHF | 4,930 CHF | 98.76% | 98.76% |