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 | 10.82% | 0.20 CHF | 0.21 CHF | 260,000 | 50,000 | 308,461 | 25,336 | 50,994 CHF | 4,758 CHF | 99.66% | 99.66% |
19/11/2024 | 9.48% | 0.18 CHF | 0.19 CHF | 290,000 | 50,000 | 271,249 | 25,338 | 51,036 CHF | 5,212 CHF | 99.63% | 99.63% |
18/11/2024 | 9.63% | 0.19 CHF | 0.20 CHF | 270,000 | 50,000 | 277,945 | 25,335 | 51,158 CHF | 5,060 CHF | 99.64% | 99.64% |