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 | 4.96% | 0.18 CHF | 0.19 CHF | 280,000 | 75,000 | 247,093 | 52,689 | 50,478 CHF | 11,215 CHF | 99.65% | 99.65% |
19/11/2024 | 6.00% | 0.18 CHF | 0.19 CHF | 280,000 | 75,000 | 301,081 | 52,694 | 50,930 CHF | 9,442 CHF | 99.59% | 99.59% |