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 | 7.95% | 0.15 CHF | 0.16 CHF | 340,000 | 75,000 | 398,176 | 52,694 | 50,576 CHF | 7,394 CHF | 99.61% | 99.61% |
19/11/2024 | 6.27% | 0.15 CHF | 0.16 CHF | 340,000 | 75,000 | 314,889 | 52,699 | 50,813 CHF | 9,224 CHF | 99.53% | 99.53% |