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 | 2.90% | 1.82 CHF | 1.84 CHF | 30,000 | 5,000 | 36,022 | 2,980 | 59,593 CHF | 5,196 CHF | 99.63% | 99.63% |
19/11/2024 | 3.07% | 1.52 CHF | 1.55 CHF | 40,000 | 5,000 | 40,000 | 2,980 | 61,438 CHF | 4,726 CHF | 99.64% | 99.64% |